VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 277,015
COMMITMENTS
66,414 85,618 39,449 149,950 130,213 255,813 255,280 21,202 21,735
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 4,427)
4,111 -316 2,814 -2,552 632 4,373 3,130 54 1,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 30.9 14.2 54.1 47.0 92.3 92.2 7.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
29 53 47 32 37 96 109
Updated June 8, 2012