VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 463,432
COMMITMENTS
114,635 199,035 78,801 238,480 150,843 431,916 428,679 31,516 34,753
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 28,682)
-6,705 9,337 804 16,283 -1,396 10,382 8,745 18,300 19,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 42.9 17.0 51.5 32.5 93.2 92.5 6.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
57 74 72 37 38 141 145
Updated March 22, 2013