VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 213,494
COMMITMENTS
22,960 32,901 55,898 106,172 96,484 185,030 185,283 28,464 28,211
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -7,110)
2,478 -3,510 4,774 -10,527 -5,317 -3,275 -4,053 -3,835 -3,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 15.4 26.2 49.7 45.2 86.7 86.8 13.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
40 27 63 27 25 110 100
Updated August 5, 2011