VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 215,051
COMMITMENTS
28,803 40,403 41,541 118,679 116,723 189,023 198,668 26,029 16,384
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 21,942)
1,533 4,897 4,648 11,937 8,383 18,118 17,928 3,825 4,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 18.8 19.3 55.2 54.3 87.9 92.4 12.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
41 34 52 27 27 105 93
Updated May 6, 2011