VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 212,295
COMMITMENTS
31,149 47,189 45,602 111,061 99,040 187,812 191,831 24,483 20,464
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 176)
10,805 3,945 -4,413 -7,636 180 -1,244 -288 1,420 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 22.2 21.5 52.3 46.7 88.5 90.4 11.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
46 33 58 27 26 109 99
Updated July 8, 2011