VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 215,571
COMMITMENTS
20,476 43,074 47,153 122,714 102,484 190,343 192,711 25,228 22,860
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -33,405)
-2,465 -1,356 -5,532 -24,565 -25,791 -32,562 -32,679 -843 -726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 20.0 21.9 56.9 47.5 88.3 89.4 11.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
38 37 57 27 27 105 101
Updated June 24, 2011