VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 146,895
COMMITMENTS
18,323 24,636 37,355 76,467 67,792 132,145 129,783 14,750 17,112
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -2,345)
-1,060 -42 -3,479 3,301 -2,692 -1,238 -6,213 -1,107 3,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 16.8 25.4 52.1 46.1 90.0 88.4 10.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
33 24 45 26 28 85 85
Updated October 7, 2011