VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 310,512 COMMITMENTS 76,912 103,249 32,680 176,384 144,741 285,976 280,670 24,536 29,842 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 6,173) -1,979 -5,269 2,296 4,159 6,321 4,476 3,348 1,697 2,825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 33.3 10.5 56.8 46.6 92.1 90.4 7.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 32 52 49 30 36 92 112
Updated April 6, 2012