VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 375,098
COMMITMENTS
61,190 156,014 68,225 221,927 125,375 351,342 349,614 23,756 25,484
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -43,283)
-16,532 422 -5,658 -20,902 -38,200 -43,092 -43,436 -191 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 41.6 18.2 59.2 33.4 93.7 93.2 6.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
50 61 63 38 37 130 128
Updated December 5, 2012