VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 326,785
COMMITMENTS
74,427 111,036 41,220 186,530 148,740 302,177 300,996 24,608 25,789
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 7,992)
-11,834 -3,170 3,389 13,179 3,248 4,734 3,467 3,258 4,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 34.0 12.6 57.1 45.5 92.5 92.1 7.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
28 56 56 30 38 97 120
Updated May 11, 2012