VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 309,767
COMMITMENTS
89,191 113,399 38,935 161,333 134,066 289,459 286,400 20,308 23,367
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -33,607)
-13,085 8,457 -7,631 -6,960 -29,786 -27,676 -28,960 -5,931 -4,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 36.6 12.6 52.1 43.3 93.4 92.5 6.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
30 58 49 30 32 94 111
Updated June 29, 2012