VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 409,106
COMMITMENTS
93,691 188,880 71,850 213,036 118,323 378,577 379,053 30,529 30,053
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: -16,664)
-10,367 -3,318 2,486 -7,242 -17,669 -15,123 -18,501 -1,541 1,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 46.2 17.6 52.1 28.9 92.5 92.7 7.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
52 59 66 35 32 129 125
Updated March 1, 2013