VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 166,198
COMMITMENTS
20,479 35,418 33,990 93,558 79,030 148,027 148,438 18,171 17,760
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 3,906)
-1,192 350 -4,626 5,624 4,746 -194 470 4,100 3,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 21.3 20.5 56.3 47.6 89.1 89.3 10.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
26 29 49 28 28 92 88
Updated September 9, 2011