VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 70,890
COMMITMENTS
426 9,425 1,760 60,646 47,582 62,832 58,767 8,058 12,123
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -19,485)
0 -955 -1,672 -10,841 -10,304 -12,513 -12,931 -6,972 -6,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 13.3 2.5 85.5 67.1 88.6 82.9 11.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 13 7 19 23 28 36
Updated June 25, 2010