VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 67,613
COMMITMENTS
5,182 8,751 3,161 48,147 48,125 56,490 60,037 11,123 7,576
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 5,739)
113 329 -651 7,542 5,974 7,004 5,652 -1,265 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 12.9 4.7 71.2 71.2 83.5 88.8 16.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 11 7 19 20 34 35
Updated April 9, 2010