VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 300,629
COMMITMENTS
81,862 102,100 33,963 164,584 142,597 280,409 278,660 20,220 21,969
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -39,808)
371 3,661 -10,481 -24,062 -25,188 -34,172 -32,008 -5,636 -7,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 34.0 11.3 54.7 47.4 93.3 92.7 6.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
30 51 51 31 37 94 113
Updated April 27, 2012