VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 318,793
COMMITMENTS
86,261 114,206 37,831 173,351 145,492 297,443 297,529 21,350 21,264
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 18,164)
4,399 12,106 3,868 8,767 2,895 17,034 18,869 1,130 -705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 35.8 11.9 54.4 45.6 93.3 93.3 6.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
28 54 52 31 38 95 118
Updated May 4, 2012