VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 419,124
COMMITMENTS
126,718 194,991 68,342 197,668 125,226 392,728 388,559 26,396 30,565
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 9,377)
1,217 5,907 2,520 5,632 672 9,369 9,099 8 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 46.5 16.3 47.2 29.9 93.7 92.7 6.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
56 62 71 37 35 141 134
Updated April 5, 2013