VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 69,127
COMMITMENTS
6,247 8,991 4,272 48,286 52,638 58,805 65,901 10,322 3,226
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,514)
1,065 240 1,111 139 4,513 2,315 5,864 -801 -4,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 13.0 6.2 69.9 76.1 85.1 95.3 14.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 12 11 20 21 40 39
Updated April 16, 2010