VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 199,173
COMMITMENTS
26,095 26,926 58,248 91,513 91,657 175,856 176,831 23,317 22,342
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 118)
1,294 1,782 7,443 -10,802 -8,731 -2,065 494 2,183 -376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 13.5 29.2 45.9 46.0 88.3 88.8 11.7 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
38 20 59 30 30 103 96
Updated August 19, 2011