VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 133,700
COMMITMENTS
16,718 21,522 32,419 68,661 64,187 117,798 118,128 15,902 15,572
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -14,883)
390 -6,893 -2,932 -10,268 -1,687 -12,810 -11,512 -2,073 -3,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 16.1 24.2 51.4 48.0 88.1 88.4 11.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
26 21 33 22 24 68 68
Updated October 28, 2011