VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 199,055
COMMITMENTS
24,801 25,144 50,805 102,315 100,388 177,921 176,337 21,134 22,718
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -14,439)
1,841 -7,757 -5,093 -3,857 3,904 -7,109 -8,946 -7,330 -5,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 12.6 25.5 51.4 50.4 89.4 88.6 10.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
37 21 54 29 28 97 91
Updated August 12, 2011