VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 171,354
COMMITMENTS
29,280 47,556 30,539 89,068 73,148 148,887 151,243 22,467 20,111
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 19,732)
4,184 4,711 -8,718 9,596 7,019 5,062 3,012 14,670 16,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 27.8 17.8 52.0 42.7 86.9 88.3 13.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
24 23 30 25 21 65 62
Updated February 3, 2012