VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 398,243 COMMITMENTS 54,459 149,497 72,149 245,352 146,706 371,960 368,352 26,283 29,891 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -11,500) -1,942 -14,858 -11,460 -690 12,280 -14,092 -14,038 2,592 2,538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 37.5 18.1 61.6 36.8 93.4 92.5 6.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 54 59 65 35 39 126 134
Updated December 21, 2012