VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 199,055 COMMITMENTS 24,801 25,144 50,805 102,315 100,388 177,921 176,337 21,134 22,718 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -14,439) 1,841 -7,757 -5,093 -3,857 3,904 -7,109 -8,946 -7,330 -5,493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 12.6 25.5 51.4 50.4 89.4 88.6 10.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 37 21 54 29 28 97 91
Updated August 12, 2011