VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 07/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 301,348 COMMITMENTS 87,698 102,458 81,717 108,828 95,880 278,243 280,055 23,105 21,293 CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 7,638) 21,438 11,904 -62 -3,001 2,734 18,375 14,576 -10,737 -6,938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 34.0 27.1 36.1 31.8 92.3 92.9 7.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 51 66 70 32 31 126 129
Updated July 8, 2013