VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 381,591
COMMITMENTS
95,340 165,713 72,352 189,942 117,041 357,634 355,106 23,957 26,485
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: -73,503)
-14,407 -33,732 1,409 -54,757 -33,859 -67,755 -66,182 -5,748 -7,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 43.4 19.0 49.8 30.7 93.7 93.1 6.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
53 60 75 32 33 129 135
Updated April 26, 2013