VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 382,416
COMMITMENTS
68,372 139,175 75,200 212,319 142,383 355,891 356,758 26,525 25,658
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -1,807)
2,793 -12,764 1,132 -5,298 11,621 -1,373 -11 -434 -1,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 36.4 19.7 55.5 37.2 93.1 93.3 6.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
56 62 65 36 36 131 131
Updated November 16, 2012