VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 212,404
COMMITMENTS
31,149 47,189 45,602 111,161 99,048 187,912 191,839 24,492 20,565
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 176)
10,805 3,945 -4,413 -7,603 151 -1,211 -317 1,387 494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 22.2 21.5 52.3 46.6 88.5 90.3 11.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
46 33 58 27 26 109 99
Updated July 8, 2011