VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 133,700 COMMITMENTS 16,718 21,522 32,419 68,661 64,187 117,798 118,128 15,902 15,572 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -14,883) 390 -6,893 -2,932 -10,268 -1,687 -12,810 -11,512 -2,073 -3,371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 16.1 24.2 51.4 48.0 88.1 88.4 11.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 26 21 33 22 24 68 68
Updated October 28, 2011