VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 63,142
COMMITMENTS
1,702 5,554 3,466 45,666 44,843 50,834 53,863 12,308 9,279
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,885)
690 -3,270 -490 2,457 4,275 2,657 515 -772 1,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 8.8 5.5 72.3 71.0 80.5 85.3 19.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 6 8 18 15 31 26
Updated January 15, 2010