VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 312,880
COMMITMENTS
64,995 126,237 49,280 177,092 114,875 291,367 290,392 21,513 22,488
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -11,176)
-4,723 -11,957 -2,075 -260 4,489 -7,058 -9,543 -4,118 -1,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 40.3 15.8 56.6 36.7 93.1 92.8 6.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
31 58 47 27 31 93 107
Updated August 3, 2012