VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 150,430
COMMITMENTS
14,296 22,550 33,804 85,003 79,620 133,103 135,974 17,327 14,456
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 1,936)
-4,457 4,850 1,311 3,006 -7,163 -140 -1,002 2,076 2,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 15.0 22.5 56.5 52.9 88.5 90.4 11.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
27 20 29 24 25 67 61
Updated December 16, 2011