VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 154,210
COMMITMENTS
16,933 30,260 37,136 85,213 73,219 139,282 140,615 14,928 13,595
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 7,315)
-1,390 5,624 -219 8,746 5,427 7,137 10,832 178 -3,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 19.6 24.1 55.3 47.5 90.3 91.2 9.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
29 27 42 24 26 78 82
Updated October 14, 2011