VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 127,438
COMMITMENTS
11,459 22,083 31,714 71,664 60,243 114,837 114,040 12,601 13,398
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -29,554)
-5,018 -1,539 -3,385 -17,995 -23,666 -26,398 -28,590 -3,156 -964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 17.3 24.9 56.2 47.3 90.1 89.5 9.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
23 18 20 22 19 58 48
Updated December 30, 2011