VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 188,987 COMMITMENTS 29,647 27,091 37,090 98,836 107,442 165,573 171,623 23,414 17,364 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 7,699) 1,082 2,976 3,324 312 -1,960 4,718 4,340 2,981 3,359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 14.3 19.6 52.3 56.9 87.6 90.8 12.4 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 39 31 45 28 29 94 89
Updated April 15, 2011