VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 179,964 COMMITMENTS 20,099 34,948 40,355 101,425 92,975 161,879 168,278 18,085 11,686 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 12,549) 9,430 1,043 2,080 1,970 11,352 13,480 14,475 -931 -1,925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 19.4 22.4 56.4 51.7 90.0 93.5 10.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 32 31 42 31 37 87 96
Updated February 11, 2011