VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 307,504
COMMITMENTS
83,955 97,177 41,875 158,746 143,439 284,576 282,491 22,928 25,013
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 30,489)
17,541 11,559 2,426 8,796 13,226 28,763 27,211 1,726 3,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 31.6 13.6 51.6 46.6 92.5 91.9 7.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
30 51 49 35 38 100 112
Updated June 15, 2012