VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 445,319
COMMITMENTS
89,480 181,924 75,036 243,691 154,551 408,207 411,511 37,112 33,808
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 15,499)
11,178 -4,239 -6,012 2,979 19,250 8,145 8,999 7,354 6,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 40.9 16.8 54.7 34.7 91.7 92.4 8.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
54 71 70 36 33 132 144
Updated February 15, 2013