VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 193,109 COMMITMENTS 27,270 35,506 36,894 106,742 108,341 170,905 180,740 22,204 12,369 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -21,815) -2,988 1,815 -2,065 -16,485 -18,030 -21,537 -18,279 -277 -3,535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 18.4 19.1 55.3 56.1 88.5 93.6 11.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 38 32 46 23 24 94 85
Updated April 29, 2011