VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 409,747
COMMITMENTS
125,501 189,084 65,822 192,036 124,554 383,359 379,460 26,388 30,287
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -53,685)
10,866 -9,951 -12,979 -46,444 -26,289 -48,557 -49,219 -5,128 -4,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 46.1 16.1 46.9 30.4 93.6 92.6 6.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
59 65 71 34 30 136 134
Updated March 29, 2013