VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 235,640
COMMITMENTS
25,608 45,959 46,329 141,437 124,811 213,374 217,099 22,266 18,541
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -8,541)
-4,748 8,369 1,160 1,224 -16,715 -2,364 -7,185 -6,177 -1,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 19.5 19.7 60.0 53.0 90.6 92.1 9.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
43 34 56 25 25 108 96
Updated May 27, 2011