VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 326,566
COMMITMENTS
72,640 111,615 47,110 181,176 139,639 300,926 298,364 25,640 28,202
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -219)
-1,787 579 5,890 -5,354 -9,101 -1,251 -2,632 1,032 2,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 34.2 14.4 55.5 42.8 92.1 91.4 7.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
31 57 64 34 38 112 123
Updated May 21, 2012