VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 376,801
COMMITMENTS
67,021 157,118 60,072 223,991 132,887 351,084 350,077 25,717 26,724
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -48,176)
-5,932 -3,253 -8,486 -32,883 -36,784 -47,301 -48,523 -875 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 41.7 15.9 59.4 35.3 93.2 92.9 6.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
53 57 64 34 37 125 129
Updated October 26, 2012