VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 406,958
COMMITMENTS
73,595 158,464 68,983 232,576 148,198 375,154 375,645 31,804 31,313
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 39,581)
-1,965 15,577 2,627 33,471 16,244 34,133 34,448 5,448 5,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 38.9 17.0 57.1 36.4 92.2 92.3 7.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
38 72 72 31 39 121 142
Updated September 14, 2012