VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 160,407 COMMITMENTS 18,049 27,431 32,562 90,254 85,038 140,865 145,031 19,542 15,376 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -2,180) 2,493 773 -1,815 -249 557 429 -485 -2,609 -1,695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 17.1 20.3 56.3 53.0 87.8 90.4 12.2 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 30 27 39 24 28 78 83
Updated March 4, 2011