VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 144,035
COMMITMENTS
12,003 32,216 30,617 85,494 67,914 128,114 130,747 15,921 13,288
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 15,767)
1,688 7,727 -519 12,995 10,992 14,164 18,200 1,603 -2,433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 22.4 21.3 59.4 47.2 88.9 90.8 11.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
27 20 25 24 23 64 58
Updated January 13, 2012