VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 334,343 COMMITMENTS 81,163 125,644 45,736 185,818 139,915 312,717 311,295 21,626 23,048 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -291) -4,357 4,100 2,302 6,354 -3,165 4,299 3,237 -4,590 -3,528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 37.6 13.7 55.6 41.8 93.5 93.1 6.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 38 56 58 33 37 109 121
Updated July 13, 2012