VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 393,602
COMMITMENTS
77,309 172,505 61,554 227,523 134,241 366,386 368,300 27,216 25,302
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -37,663)
6,842 9,935 -11,904 -28,269 -30,946 -33,331 -32,915 -4,332 -4,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 43.8 15.6 57.8 34.1 93.1 93.6 6.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
47 69 71 34 37 127 141
Updated September 28, 2012