VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 86,728
COMMITMENTS
1,417 9,251 4,210 71,524 59,716 77,151 73,177 9,577 13,551
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 4,109)
-943 234 -282 3,300 2,211 2,075 2,163 2,034 1,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 10.7 4.9 82.5 68.9 89.0 84.4 11.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 12 8 20 27 30 42
Updated June 11, 2010