VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 287,635
COMMITMENTS
70,887 95,349 37,145 159,985 137,543 268,017 270,037 19,618 17,598
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -38,931)
-1,753 -16,266 -9,965 -21,191 -2,096 -32,909 -28,327 -6,022 -10,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 33.1 12.9 55.6 47.8 93.2 93.9 6.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
31 53 49 32 37 96 114
Updated May 25, 2012