VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 227,572
COMMITMENTS
24,064 40,606 47,870 122,960 110,669 194,894 199,145 32,677 28,427
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -2,582)
-4,719 -8,949 2,520 -3,239 2,814 -5,438 -3,615 2,856 1,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 17.8 21.0 54.0 48.6 85.6 87.5 14.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
43 30 61 28 27 107 103
Updated July 22, 2011