VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 326,066
COMMITMENTS
52,014 130,293 61,143 192,398 114,228 305,555 305,664 20,511 20,402
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -4,128)
-1,734 -12,490 2,554 -6,558 6,688 -5,738 -3,248 1,610 -880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 40.0 18.8 59.0 35.0 93.7 93.7 6.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
52 47 60 30 31 114 113
Updated January 4, 2013