VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 361,488
COMMITMENTS
60,987 143,200 66,354 216,020 131,881 343,361 341,435 18,127 20,053
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -15,313)
-6,034 -13,918 6,282 -7,971 -1,006 -7,723 -8,642 -7,590 -6,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 39.6 18.4 59.8 36.5 95.0 94.5 5.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
50 62 63 37 38 130 128
Updated November 2, 2012