VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 425,770
COMMITMENTS
104,058 192,198 69,364 220,278 135,992 393,700 397,554 32,070 28,216
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -19,549)
14,578 10,274 -5,672 -23,413 -18,559 -14,507 -13,957 -5,042 -5,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 45.1 16.3 51.7 31.9 92.5 93.4 7.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
62 63 64 38 33 135 134
Updated February 22, 2013