VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 128,268
COMMITMENTS
10,315 24,489 31,136 72,499 56,922 113,950 112,547 14,318 15,721
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 830)
-1,144 2,406 -578 835 -3,321 -887 -1,493 1,717 2,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 19.1 24.3 56.5 44.4 88.8 87.7 11.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
19 17 20 23 21 53 50
Updated January 6, 2012