VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 434,750
COMMITMENTS
121,340 189,698 77,997 222,197 152,239 421,534 419,934 13,216 14,816
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 20,873)
18,808 7,023 10,515 4,741 16,854 34,064 34,392 -13,191 -13,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 43.6 17.9 51.1 35.0 97.0 96.6 3.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
62 68 74 40 38 143 146
Updated March 15, 2013