VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 138,609
COMMITMENTS
20,435 19,660 29,566 73,262 77,938 123,263 127,164 15,346 11,445
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 4,678)
-1,198 3,403 220 6,527 3,097 5,549 6,720 -871 -2,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 14.2 21.3 52.9 56.2 88.9 91.7 11.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
25 20 28 23 23 66 59
Updated December 2, 2011