VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 330,194
COMMITMENTS
53,748 142,783 58,589 198,956 107,540 311,293 308,912 18,901 21,282
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -68,049)
-711 -6,714 -13,560 -46,396 -39,166 -60,667 -59,440 -7,382 -8,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 43.2 17.7 60.3 32.6 94.3 93.6 5.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
50 52 58 32 30 116 114
Updated December 28, 2012