VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 178,964
COMMITMENTS
17,150 35,372 44,910 100,602 81,765 162,662 162,047 16,302 16,917
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 13,072)
519 1,566 6,228 5,495 4,902 12,242 12,696 830 376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 19.8 25.1 56.2 45.7 90.9 90.5 9.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
26 26 50 30 31 92 91
Updated September 23, 2011