VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 404,089
COMMITMENTS
69,628 157,751 70,106 239,698 150,686 379,432 378,543 24,657 25,546
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 13,725)
596 -3,167 9,572 3,325 6,671 13,493 13,076 232 649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 39.0 17.3 59.3 37.3 93.9 93.7 6.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
49 63 76 35 38 135 137
Updated October 12, 2012