VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 96,971
COMMITMENTS
2,403 9,777 3,531 78,042 68,787 83,976 82,095 12,995 14,876
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 9,157)
1,327 708 -972 4,962 7,159 5,317 6,895 3,840 2,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 10.1 3.6 80.5 70.9 86.6 84.7 13.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 16 10 25 29 36 47
Updated May 27, 2010