VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 431,265
COMMITMENTS
70,467 162,570 73,458 255,792 165,187 399,717 401,215 31,548 30,050
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 24,307)
-3,128 4,106 4,475 23,216 16,989 24,563 25,570 -256 -1,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 37.7 17.0 59.3 38.3 92.7 93.0 7.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
41 74 80 32 37 127 148
Updated September 21, 2012