VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 230,154
COMMITMENTS
28,783 49,555 45,350 126,200 107,856 200,333 202,761 29,821 27,394
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 17,750)
-2,366 2,366 -252 15,039 8,807 12,421 10,921 5,330 6,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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