VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 133,931
COMMITMENTS
21,633 16,257 29,346 66,735 74,841 117,714 120,444 16,217 13,487
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -13,772)
2,925 -5,442 -1,697 -14,746 -5,276 -13,518 -12,415 -254 -1,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 12.1 21.9 49.8 55.9 87.9 89.9 12.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
26 23 29 22 23 67 63
Updated November 28, 2011