VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 367,377
COMMITMENTS
75,560 142,887 66,356 199,105 131,954 341,021 341,197 26,356 26,180
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 7,442)
-3,155 -177 2,969 4,890 3,769 4,704 6,561 2,738 881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 38.9 18.1 54.2 35.9 92.8 92.9 7.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
38 71 69 30 37 115 141
Updated September 4, 2012