VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 165,892
COMMITMENTS
16,631 33,806 38,682 95,107 76,863 150,420 149,351 15,472 16,541
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -306)
-3,848 -1,612 4,692 1,549 -2,167 2,393 913 -2,699 -1,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 20.4 23.3 57.3 46.3 90.7 90.0 9.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
25 32 50 29 30 94 91
Updated September 16, 2011