VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 244,662
COMMITMENTS
28,040 45,204 54,870 139,127 124,401 222,037 224,475 22,625 20,187
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 2,306)
-3,518 -4,306 4,207 2,726 418 3,415 319 -1,109 1,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 18.5 22.4 56.9 50.8 90.8 91.7 9.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
46 34 65 28 29 118 108
Updated June 10, 2011