VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 350,768
COMMITMENTS
72,230 133,282 51,910 201,251 140,594 325,391 325,786 25,377 24,982
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 16,425)
-8,933 7,638 6,174 15,433 679 12,674 14,491 3,751 1,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 38.0 14.8 57.4 40.1 92.8 92.9 7.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
43 61 67 30 34 115 127
Updated July 20, 2012