VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 324,056
COMMITMENTS
69,718 138,194 51,355 177,352 110,386 298,425 299,935 25,631 24,121
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -26,712)
-2,512 4,912 -555 -23,899 -30,208 -26,966 -25,851 254 -861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 42.6 15.8 54.7 34.1 92.1 92.6 7.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
39 61 58 27 30 105 116
Updated July 27, 2012