VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 228,037
COMMITMENTS
29,676 41,147 40,290 127,440 126,989 197,406 208,426 30,631 19,611
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 13,029)
873 744 -1,251 8,799 10,271 8,421 9,764 4,608 3,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 18.0 17.7 55.9 55.7 86.6 91.4 13.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
41 31 47 28 30 102 93
Updated May 13, 2010