VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 272,588
COMMITMENTS
62,303 85,934 36,635 152,502 129,581 251,440 252,150 21,148 20,438
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -15,047)
-8,584 -9,415 -510 -7,483 -7,962 -16,577 -17,887 1,530 2,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 31.5 13.4 55.9 47.5 92.2 92.5 7.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
33 49 51 32 37 97 113
Updated June 5, 2012