VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 242,356
COMMITMENTS
31,558 49,510 50,663 136,401 123,983 218,622 224,156 23,734 18,200
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 6,721)
5,950 3,551 4,334 -5,034 -828 5,250 7,057 1,471 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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