VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 363,883
COMMITMENTS
100,800 115,343 39,668 192,260 175,687 332,728 330,698 31,155 33,185
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 54,930)
15,114 13,246 5,258 25,179 25,971 45,551 44,475 9,379 10,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 31.7 10.9 52.8 48.3 91.4 90.9 8.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
33 61 56 37 41 109 129
Updated March 23, 2012