VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 228,069
COMMITMENTS
29,677 41,147 40,290 127,467 126,992 197,435 208,429 30,634 19,640
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 13,018)
874 744 -1,251 8,789 10,269 8,412 9,762 4,606 3,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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