VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 79,909
COMMITMENTS
2,747 6,786 4,875 61,268 60,513 68,890 72,174 11,019 7,735
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 10,782)
-3,500 -2,205 603 12,982 7,875 10,085 6,273 697 4,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 8.5 6.1 76.7 75.7 86.2 90.3 13.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
13 8 10 31 29 47 44
Updated April 28, 2010