VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 424,170 COMMITMENTS 85,235 189,519 73,213 234,971 133,353 393,419 396,085 30,751 28,085 CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -1,180) -9,388 6,834 9,607 -727 -11,389 -508 5,052 -672 -6,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 44.7 17.3 55.4 31.4 92.8 93.4 7.2 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 68 62 75 41 36 150 145
Updated February 1, 2013