VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 125,941 COMMITMENTS 2,042 16,971 8,992 96,737 83,643 107,771 109,606 18,170 16,335 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 16,645) 93 3,501 1,254 10,857 3,933 12,204 8,688 4,441 7,957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 13.5 7.1 76.8 66.4 85.6 87.0 14.4 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 5 24 20 20 25 43 56
Updated September 17, 2010