VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 148,494
COMMITMENTS
18,753 17,700 32,493 81,997 86,783 133,243 136,976 15,251 11,518
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 9,885)
-1,682 -1,960 2,927 8,735 8,845 9,980 9,812 -95 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 11.9 21.9 55.2 58.4 89.7 92.2 10.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
28 21 28 26 24 71 60
Updated December 9, 2011