VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 138,086
COMMITMENTS
17,688 23,707 30,767 74,337 69,789 122,792 124,263 15,294 13,823
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -8,568)
585 4,654 -2,001 4,259 182 2,843 2,835 -11,411 -11,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 17.2 22.3 53.8 50.5 88.9 90.0 11.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
31 20 33 23 25 74 67
Updated November 14, 2011