VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 424,977
COMMITMENTS
72,953 160,371 68,558 256,874 169,671 398,385 398,600 26,592 26,377
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 20,888)
3,325 2,620 -1,548 17,176 18,985 18,953 20,057 1,935 831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 37.7 16.1 60.4 39.9 93.7 93.8 6.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
53 62 79 38 40 140 145
Updated June 29, 2007