VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 215,008
COMMITMENTS
28,803 40,403 41,541 118,641 116,718 188,985 198,662 26,023 16,346
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 21,941)
1,532 4,897 4,649 11,933 8,384 18,114 17,930 3,827 4,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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 51 27 27 105 92
Updated May 6, 2011