VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 322,529 COMMITMENTS 86,237 103,771 41,182 171,956 150,304 299,375 295,257 23,154 27,272 CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 12,017) 9,325 522 8,502 -4,428 5,563 13,399 14,587 -1,382 -2,570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 32.2 12.8 53.3 46.6 92.8 91.5 7.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 31 58 53 27 35 94 115
Updated April 13, 2012