VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 343,374
COMMITMENTS
102,276 104,942 46,566 168,293 163,852 317,135 315,360 26,239 28,014
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 35,870)
18,321 7,765 4,691 9,547 20,413 32,559 32,869 3,311 3,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 30.6 13.6 49.0 47.7 92.4 91.8 7.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
37 56 58 36 37 111 121
Updated June 22, 2012