VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 244,663
COMMITMENTS
28,040 45,204 54,870 139,127 124,401 222,037 224,475 22,626 20,188
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 2,305)
-3,518 -4,306 4,207 2,725 418 3,414 319 -1,109 1,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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