VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 462,170
COMMITMENTS
93,929 176,295 80,138 258,607 176,870 432,674 433,303 29,496 28,867
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 51,644)
16,878 16,064 9,721 23,441 23,454 50,040 49,239 1,604 2,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 38.1 17.3 56.0 38.3 93.6 93.8 6.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
68 67 77 38 40 150 151
Updated January 18, 2013