VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 334,343
COMMITMENTS
81,163 125,644 45,736 185,818 139,915 312,717 311,295 21,626 23,048
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -291)
-4,357 4,100 2,302 6,354 -3,165 4,299 3,237 -4,590 -3,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 37.6 13.7 55.6 41.8 93.5 93.1 6.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
38 56 58 33 37 109 121
Updated July 13, 2012