VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 388,083
COMMITMENTS
104,373 168,708 85,197 173,916 105,417 363,486 359,322 24,597 28,761
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 6,492)
9,033 2,995 12,845 -16,026 -11,624 5,852 4,216 640 2,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 43.5 22.0 44.8 27.2 93.7 92.6 6.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
54 63 76 36 34 134 140
Updated May 3, 2013