VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 334,634
COMMITMENTS
85,520 121,544 43,434 179,464 143,080 308,418 308,058 26,216 26,576
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 24,867)
-3,671 8,145 4,499 18,131 9,014 18,959 21,658 5,908 3,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 36.3 13.0 53.6 42.8 92.2 92.1 7.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
34 58 54 29 33 99 115
Updated July 3, 2012