VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 47,960 COMMITMENTS 3,741 6,136 5,406 30,889 30,253 40,036 41,795 7,924 6,165 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 150) 626 113 -275 729 1,134 1,080 972 -930 -822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 12.8 11.3 64.4 63.1 83.5 87.1 16.5 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 10 9 11 18 16 35 31
Updated February 5, 2010