VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 403,608
COMMITMENTS
82,924 140,962 68,035 220,049 163,499 371,008 372,496 32,600 31,112
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 38,779)
7,056 2,012 14,075 18,504 17,487 39,635 33,574 -856 5,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 34.9 16.9 54.5 40.5 91.9 92.3 8.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
46 66 66 33 39 122 134
Updated August 24, 2012