VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 418,381
COMMITMENTS
77,722 155,592 73,883 242,829 163,575 394,434 393,050 23,947 25,331
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 35,965)
9,350 16,417 -1,317 30,510 21,192 38,543 36,292 -2,578 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 37.2 17.7 58.0 39.1 94.3 93.9 5.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
64 59 71 41 38 144 138
Updated November 26, 2012