VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 364,829
COMMITMENTS
75,868 138,950 53,960 201,545 146,012 331,373 338,922 33,456 25,907
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 28,927)
-1,303 11,694 1,918 17,113 13,276 17,728 26,888 11,199 2,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 38.1 14.8 55.2 40.0 90.8 92.9 9.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
44 63 61 32 35 114 126
Updated August 17, 2012