VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 304,339
COMMITMENTS
78,891 108,518 30,384 172,225 138,420 281,500 277,322 22,839 27,017
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -59,544)
-21,909 -6,825 -9,284 -20,035 -37,267 -51,228 -53,376 -8,316 -6,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 35.7 10.0 56.6 45.5 92.5 91.1 7.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
26 51 43 27 33 83 104
Updated March 30, 2012