VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 335,902
COMMITMENTS
77,171 127,256 52,042 184,432 132,736 313,645 312,034 22,257 23,868
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 23,022)
12,176 1,019 2,762 7,340 17,861 22,278 21,642 744 1,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 37.9 15.5 54.9 39.5 93.4 92.9 6.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
40 62 63 28 34 109 125
Updated August 10, 2012