VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 149,240
COMMITMENTS
19,383 24,678 40,834 73,166 70,484 133,383 135,996 15,857 13,244
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -29,724)
2,233 -10,694 -4,076 -27,436 -11,281 -29,279 -26,051 -445 -3,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 16.5 27.4 49.0 47.2 89.4 91.1 10.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
30 24 48 24 26 86 82
Updated September 30, 2011