VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 87,814
COMMITMENTS
1,076 9,069 4,503 73,080 61,628 78,659 75,200 9,155 12,614
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 12,766)
-492 -116 -874 19,628 18,599 18,262 17,609 -5,496 -4,843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 10.3 5.1 83.2 70.2 89.6 85.6 10.4 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 14 7 28 28 36 43
Updated May 14, 2010