VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 214,924 COMMITMENTS 30,257 33,691 38,958 123,227 126,370 192,442 199,019 22,481 15,905 CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 25,937) 610 6,600 1,868 24,391 18,928 26,869 27,396 -933 -1,460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 15.7 18.1 57.3 58.8 89.5 92.6 10.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 46 30 48 26 30 100 93
Updated April 22, 2011