VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 405,092
COMMITMENTS
115,836 172,886 90,074 173,292 113,371 379,202 376,331 25,890 28,761
CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST: 17,009)
11,463 4,178 4,877 -624 7,954 15,716 17,009 1,293 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 42.7 22.2 42.8 28.0 93.6 92.9 6.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
53 65 71 36 34 129 141
Updated May 10, 2013