VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 154,301
COMMITMENTS
13,992 31,297 33,313 83,935 70,669 131,240 135,279 23,061 19,022
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 10,266)
1,989 -919 2,696 -1,559 2,755 3,126 4,532 7,140 5,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 20.3 21.6 54.4 45.8 85.1 87.7 14.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
24 23 26 26 22 64 61
Updated January 20, 2012