VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 68,834
COMMITMENTS
1,605 6,570 4,400 50,306 42,805 56,311 53,775 12,523 15,059
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -11,075)
-1,142 -216 -475 -10,962 -17,708 -12,579 -18,399 1,504 7,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 9.5 6.4 73.1 62.2 81.8 78.1 18.2 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 11 6 22 22 32 35
Updated April 30, 2010