VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 09/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 427,065 COMMITMENTS 96,285 187,302 74,378 230,483 136,015 401,146 397,695 25,919 29,370 CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 42,470) 6,723 -1,718 8,239 26,154 33,763 41,116 40,284 1,354 2,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 43.9 17.4 54.0 31.8 93.9 93.1 6.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 52 66 61 36 37 121 138
Updated September 20, 2013