VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 410,526
COMMITMENTS
77,051 160,231 70,417 235,166 153,416 382,634 384,064 27,892 26,462
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 84,460)
25,037 29,938 9,274 42,768 39,188 77,079 78,400 7,381 6,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 39.0 17.2 57.3 37.4 93.2 93.6 6.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
63 55 63 33 35 133 125
Updated January 15, 2013