VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 148,583
COMMITMENTS
16,328 28,415 35,351 78,929 65,874 130,608 129,640 17,975 18,943
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -5,627)
-605 -1,845 -1,785 -6,284 -7,345 -8,674 -10,975 3,047 5,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 19.1 23.8 53.1 44.3 87.9 87.3 12.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
23 26 39 26 26 76 76
Updated October 21, 2011