VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 359,935 COMMITMENTS 78,715 143,064 63,387 194,215 128,185 336,317 334,636 23,618 25,299 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -43,673) -4,209 2,102 -4,648 -25,834 -35,314 -34,691 -37,860 -8,982 -5,813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 39.7 17.6 54.0 35.6 93.4 93.0 6.6 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 36 68 62 30 37 111 132
Updated August 31, 2012