VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 212,227
COMMITMENTS
20,344 43,244 50,015 118,764 98,898 189,123 192,157 23,104 20,071
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -3,344)
-132 170 2,862 -3,950 -3,587 -1,220 -555 -2,124 -2,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 20.4 23.6 56.0 46.6 89.1 90.5 10.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
32 38 60 28 28 106 103
Updated July 1, 2011