VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 220,533
COMMITMENTS
20,482 36,411 51,124 116,692 101,800 188,298 189,335 32,235 31,198
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -6,979)
-3,582 -4,195 3,254 -6,260 -8,869 -6,588 -9,810 -391 2,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 16.5 23.2 52.9 46.2 85.4 85.9 14.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
41 29 58 26 25 105 98
Updated July 29, 2011