VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 425,350
COMMITMENTS
94,623 182,685 63,606 235,698 144,742 393,927 391,033 31,423 34,317
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -36,820)
694 6,390 -16,532 -22,909 -32,128 -38,747 -42,270 1,927 5,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 42.9 15.0 55.4 34.0 92.6 91.9 7.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
69 63 73 42 38 151 145
Updated January 25, 2013