VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 02/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 409,106 COMMITMENTS 93,691 188,880 71,850 213,036 118,323 378,577 379,053 30,529 30,053 CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: -16,664) -10,367 -3,318 2,486 -7,242 -17,669 -15,123 -18,501 -1,541 1,837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 46.2 17.6 52.1 28.9 92.5 92.7 7.5 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 52 59 66 35 32 129 125
Updated March 1, 2013