VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 308,953
COMMITMENTS
85,686 102,097 34,410 167,081 149,716 287,177 286,223 21,776 22,730
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 37,879)
1,650 10,431 8,557 27,257 19,037 37,464 38,025 415 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 33.0 11.1 54.1 48.5 93.0 92.6 7.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
39 52 51 37 40 108 119
Updated March 16, 2012