VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 220,604
COMMITMENTS
20,482 36,411 51,124 116,699 101,801 188,305 189,336 32,299 31,268
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -6,968)
-3,582 -4,195 3,254 -6,261 -8,868 -6,589 -9,809 -379 2,841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 16.5 23.2 52.9 46.1 85.4 85.8 14.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
41 29 58 26 25 105 98
Updated July 29, 2011