VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 209,554
COMMITMENTS
43,681 61,226 27,027 112,398 100,711 183,106 188,964 26,448 20,590
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 18,420)
6,646 5,715 -4,626 12,602 14,870 14,622 15,959 3,798 2,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 29.2 12.9 53.6 48.1 87.4 90.2 12.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
28 26 27 31 29 75 72
Updated February 17, 2012