VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 322,529
COMMITMENTS
86,237 103,771 41,182 171,956 150,304 299,375 295,257 23,154 27,272
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 12,017)
9,325 522 8,502 -4,428 5,563 13,399 14,587 -1,382 -2,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 32.2 12.8 53.3 46.6 92.8 91.5 7.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
31 58 53 27 35 94 115
Updated April 13, 2012