VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 350,768 COMMITMENTS 72,230 133,282 51,910 201,251 140,594 325,391 325,786 25,377 24,982 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 16,425) -8,933 7,638 6,174 15,433 679 12,674 14,491 3,751 1,934 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 38.0 14.8 57.4 40.1 92.8 92.9 7.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 43 61 67 30 34 115 127
Updated July 20, 2012