VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 144,035 COMMITMENTS 12,003 32,216 30,617 85,494 67,914 128,114 130,747 15,921 13,288 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 15,767) 1,688 7,727 -519 12,995 10,992 14,164 18,200 1,603 -2,433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 22.4 21.3 59.4 47.2 88.9 90.8 11.1 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 27 20 25 24 23 64 58
Updated January 13, 2012