VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 166,998
COMMITMENTS
20,506 35,546 38,016 88,255 72,199 146,777 145,761 20,221 21,237
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -32,175)
-5,589 8,620 -20,232 -3,258 -19,458 -29,079 -31,070 -3,096 -1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 21.3 22.8 52.8 43.2 87.9 87.3 12.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
28 26 52 24 24 91 86
Updated August 26, 2011