VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 77,090
COMMITMENTS
2,908 8,152 3,637 62,337 52,933 68,882 64,722 8,208 12,368
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -19,881)
505 -1,625 106 -15,705 -15,854 -15,094 -17,373 -4,787 -2,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 10.6 4.7 80.9 68.7 89.4 84.0 10.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 13 10 21 26 32 41
Updated May 28, 2010