VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 326,785 COMMITMENTS 74,427 111,036 41,220 186,530 148,740 302,177 300,996 24,608 25,789 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 7,992) -11,834 -3,170 3,389 13,179 3,248 4,734 3,467 3,258 4,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 34.0 12.6 57.1 45.5 92.5 92.1 7.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 28 56 56 30 38 97 120
Updated May 11, 2012