VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 230,043
COMMITMENTS
28,783 49,555 45,350 126,110 107,835 200,243 202,740 29,800 27,303
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 17,748)
-2,366 2,366 -252 15,049 8,795 12,431 10,909 5,317 6,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 21.5 19.7 54.8 46.9 87.0 88.1 13.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
44 30 57 28 26 107 99
Updated July 15, 2011