VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 235,635
COMMITMENTS
25,608 45,959 46,329 141,435 124,811 213,372 217,099 22,263 18,536
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -8,511)
-4,747 8,369 1,160 1,254 -16,714 -2,333 -7,185 -6,178 -1,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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