VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 244,181
COMMITMENTS
30,356 37,590 45,169 140,213 141,526 215,737 224,285 28,443 19,896
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 16,112)
679 -3,557 4,879 12,745 14,533 18,303 15,855 -2,191 257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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