VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 156,992
COMMITMENTS
16,477 23,622 35,099 89,659 83,909 141,235 142,630 15,757 14,362
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 6,562)
2,181 1,072 1,295 4,656 4,289 8,132 6,656 -1,570 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 15.0 22.4 57.1 53.4 90.0 90.9 10.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
29 21 29 24 23 67 62
Updated December 23, 2011