VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 82,619
COMMITMENTS
2,360 9,017 4,492 68,224 57,505 75,076 71,014 7,543 11,605
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 5,529)
-548 865 855 5,887 4,572 6,194 6,292 -665 -763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 10.9 5.4 82.6 69.6 90.9 86.0 9.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 13 10 21 26 32 42
Updated June 4, 2010