VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 227,512
COMMITMENTS
24,064 40,606 47,870 122,952 110,669 194,886 199,145 32,626 28,367
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -2,531)
-4,719 -8,949 2,520 -3,158 2,834 -5,357 -3,595 2,826 1,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 17.8 21.0 54.0 48.6 85.7 87.5 14.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
43 30 61 28 27 107 103
Updated July 22, 2011