VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 151,622
COMMITMENTS
25,096 42,845 39,257 79,472 66,129 143,825 148,231 7,797 3,391
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -2,679)
11,104 11,548 5,944 -4,463 -4,540 12,585 12,952 -15,264 -15,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 28.3 25.9 52.4 43.6 94.9 97.8 5.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
28 21 26 23 21 63 58
Updated January 27, 2012