VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 248,976
COMMITMENTS
22,941 44,430 52,685 147,279 128,275 222,905 225,390 26,071 23,586
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 4,313)
-5,099 -774 -2,185 8,152 3,874 868 915 3,445 3,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 17.8 21.2 59.2 51.5 89.5 90.5 10.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
49 35 64 32 29 120 110
Updated Jun 17, 2011