VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 413,877
COMMITMENTS
102,532 182,675 67,482 217,456 135,385 387,470 385,542 26,407 28,335
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 4,771)
8,841 -6,205 -4,368 4,420 17,062 8,893 6,489 -4,122 -1,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 44.1 16.3 52.5 32.7 93.6 93.2 6.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
59 59 68 36 33 133 131
Updated March 8, 2013