VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 75,048
COMMITMENTS
1,568 9,185 5,377 53,452 43,029 60,397 57,591 14,651 17,457
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 6,214)
-37 2,615 977 3,146 224 4,086 3,816 2,128 2,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 12.2 7.2 71.2 57.3 80.5 76.7 19.5 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 15 9 24 25 37 42
Updated May 7, 2010