VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 90,375
COMMITMENTS
426 10,380 3,432 71,487 57,886 75,345 71,698 15,030 18,677
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 3,647)
-991 1,129 -778 -37 -1,830 -1,806 -1,479 5,453 5,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 11.5 3.8 79.1 64.1 83.4 79.3 16.6 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 15 11 22 30 35 45
Updated June 18, 2010