VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 75,447
COMMITMENTS
426 9,590 2,655 61,460 47,688 64,541 59,933 10,906 15,514
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 4,557)
0 165 895 814 106 1,709 1,166 2,848 3,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 12.7 3.5 81.5 63.2 85.5 79.4 14.5 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 14 7 20 26 29 40
Updated July 2, 2010