VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 396,131
COMMITMENTS
54,727 164,511 78,512 230,502 117,177 363,741 360,200 32,390 35,931
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 21,033)
-6,463 8,497 10,287 8,575 -8,198 12,399 10,586 8,634 10,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 41.5 19.8 58.2 29.6 91.8 90.9 8.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
57 57 68 40 39 138 132
Updated December 7, 2012