VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 242,358
COMMITMENTS
31,558 49,510 50,663 136,402 123,983 218,623 224,156 23,735 18,202
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 6,718)
5,950 3,551 4,334 -5,035 -828 5,249 7,057 1,468 -339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 20.4 20.9 56.3 51.2 90.2 92.5 9.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
45 36 63 28 28 115 105
Updated June 3, 2011