VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 398,243
COMMITMENTS
54,459 149,497 72,149 245,352 146,706 371,960 368,352 26,283 29,891
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -11,500)
-1,942 -14,858 -11,460 -690 12,280 -14,092 -14,038 2,592 2,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 37.5 18.1 61.6 36.8 93.4 92.5 6.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
54 59 65 35 39 126 134
Updated December 21, 2012