VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 384,223
COMMITMENTS
65,579 151,939 74,068 217,617 130,762 357,264 356,769 26,959 27,454
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 22,735)
4,592 8,739 7,714 1,597 -1,119 13,903 15,334 8,832 7,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 39.5 19.3 56.6 34.0 93.0 92.9 7.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
50 57 60 35 40 124 125
Updated November 9, 2012