VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 310,512
COMMITMENTS
76,912 103,249 32,680 176,384 144,741 285,976 280,670 24,536 29,842
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 6,173)
-1,979 -5,269 2,296 4,159 6,321 4,476 3,348 1,697 2,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 33.3 10.5 56.8 46.6 92.1 90.4 7.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
32 52 49 30 36 92 112
Updated April 6, 2012