VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 162,292
COMMITMENTS
21,671 35,068 38,616 87,934 74,284 148,221 147,968 14,071 14,324
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -4,706)
1,165 -478 600 -321 2,085 1,444 2,207 -6,150 -6,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 21.6 23.8 54.2 45.8 91.3 91.2 8.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
34 22 47 28 24 93 80
Updated September 2, 2011