VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 01/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 425,350 COMMITMENTS 94,623 182,685 63,606 235,698 144,742 393,927 391,033 31,423 34,317 CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -36,820) 694 6,390 -16,532 -22,909 -32,128 -38,747 -42,270 1,927 5,450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 42.9 15.0 55.4 34.0 92.6 91.9 7.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 69 63 73 42 38 151 145
Updated January 25, 2013