VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 146,654
COMMITMENTS
17,103 19,053 32,768 70,078 69,607 119,949 121,428 26,705 25,226
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 12,954)
385 -2,469 349 1,417 5,420 2,151 3,300 10,803 9,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 13.0 22.3 47.8 47.5 81.8 82.8 18.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
30 23 31 24 24 72 68
Updated November 10, 2011