VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 367,377 COMMITMENTS 75,560 142,887 66,356 199,105 131,954 341,021 341,197 26,356 26,180 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 7,442) -3,155 -177 2,969 4,890 3,769 4,704 6,561 2,738 881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 38.9 18.1 54.2 35.9 92.8 92.9 7.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 38 71 69 30 37 115 141
Updated September 4, 2012