VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 199,173 COMMITMENTS 26,095 26,926 58,248 91,513 91,657 175,856 176,831 23,317 22,342 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 118) 1,294 1,782 7,443 -10,802 -8,731 -2,065 494 2,183 -376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 13.5 29.2 45.9 46.0 88.3 88.8 11.7 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 38 20 59 30 30 103 96
Updated August 19, 2011