VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 212,119
COMMITMENTS
20,344 43,244 50,015 118,697 98,860 189,056 192,119 23,063 20,000
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -3,452)
-132 170 2,862 -4,017 -3,624 -1,287 -592 -2,165 -2,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 20.4 23.6 56.0 46.6 89.1 90.6 10.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
32 38 60 28 28 106 103
Updated July 1, 2011