VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 244,146
COMMITMENTS
30,355 37,590 45,169 140,181 141,525 215,705 224,284 28,441 19,862
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 16,109)
679 -3,557 4,879 12,741 14,536 18,299 15,858 -2,190 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 15.4 18.5 57.4 58.0 88.4 91.9 11.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
46 29 55 29 29 111 98
Updated May 20, 2011