VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 390,364
COMMITMENTS
69,032 160,918 60,534 236,373 144,015 365,939 365,467 24,425 24,897
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,238)
-8,277 -11,587 -1,020 8,850 9,774 -447 -2,833 -2,791 -405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 41.2 15.5 60.6 36.9 93.7 93.6 6.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
43 62 71 37 41 124 139
Updated October 5, 2012