VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 213,494
COMMITMENTS
22,960 32,901 55,898 106,172 96,484 185,030 185,283 28,464 28,211
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -7,039)
2,478 -3,510 4,774 -10,520 -5,316 -3,268 -4,052 -3,771 -2,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 15.4 26.2 49.7 45.2 86.7 86.8 13.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
40 27 63 27 25 110 100
Updated August 5, 2011