VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 204,578
COMMITMENTS
64,836 69,514 18,906 100,056 98,141 183,798 186,561 20,780 18,017
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -4,976)
21,155 8,288 -8,121 -12,342 -2,570 692 -2,403 -5,668 -2,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 34.0 9.2 48.9 48.0 89.8 91.2 10.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
30 26 25 26 28 70 71
Updated February 24, 2012