VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 340,437 COMMITMENTS 81,491 98,439 44,444 188,646 167,785 314,581 310,668 25,856 29,769 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 17,908) -4,746 -5,332 3,262 16,690 17,481 15,206 15,411 2,702 2,497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 28.9 13.1 55.4 49.3 92.4 91.3 7.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 27 56 53 29 36 93 115
Updated April 20, 2012