VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 147,703
COMMITMENTS
18,708 21,699 31,043 81,481 80,117 131,232 132,859 16,471 14,844
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 9,617)
1,020 -2,008 276 7,144 10,328 8,440 8,596 1,177 1,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 14.7 21.0 55.2 54.2 88.8 90.0 11.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
33 22 32 24 24 74 66
Updated November 18, 2011