VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 03/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 463,432 COMMITMENTS 114,635 199,035 78,801 238,480 150,843 431,916 428,679 31,516 34,753 CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 28,682) -6,705 9,337 804 16,283 -1,396 10,382 8,745 18,300 19,937 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 42.9 17.0 51.5 32.5 93.2 92.5 6.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 57 74 72 37 38 141 145
Updated March 22, 2013