VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 359,935
COMMITMENTS
78,715 143,064 63,387 194,215 128,185 336,317 334,636 23,618 25,299
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -43,673)
-4,209 2,102 -4,648 -25,834 -35,314 -34,691 -37,860 -8,982 -5,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 39.7 17.6 54.0 35.6 93.4 93.0 6.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
36 68 62 30 37 111 132
Updated August 31, 2012