VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 215,008 COMMITMENTS 28,803 40,403 41,541 118,641 116,718 188,985 198,662 26,023 16,346 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 21,941) 1,532 4,897 4,649 11,933 8,384 18,114 17,930 3,827 4,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 18.8 19.3 55.2 54.3 87.9 92.4 12.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 41 34 51 27 27 105 92
Updated May 6, 2011