VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 340,437
COMMITMENTS
81,491 98,439 44,444 188,646 167,785 314,581 310,668 25,856 29,769
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 17,908)
-4,746 -5,332 3,262 16,690 17,481 15,206 15,411 2,702 2,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 28.9 13.1 55.4 49.3 92.4 91.3 7.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
27 56 53 29 36 93 115
Updated April 20, 2012