VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 191,134
COMMITMENTS
37,035 55,511 31,653 99,796 85,841 168,484 173,005 22,650 18,129
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 19,780)
7,755 7,955 1,114 10,728 12,693 19,597 21,762 183 -1,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 29.0 16.6 52.2 44.9 88.1 90.5 11.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
33 28 32 28 23 77 70
Updated February 10, 2012