VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 409,743
COMMITMENTS
56,401 164,355 83,609 246,042 134,426 386,052 382,390 23,691 27,353
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 13,612)
1,674 -156 5,097 15,540 17,249 22,311 22,190 -8,699 -8,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 40.1 20.4 60.0 32.8 94.2 93.3 5.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
58 62 75 37 40 142 142
Updated December 14, 2012