VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 63,463
COMMITMENTS
2,211 6,523 4,361 43,749 42,903 50,321 53,787 13,142 9,676
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 321)
509 969 895 -1,917 -1,940 -513 -76 834 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 10.3 6.9 68.9 67.6 79.3 84.8 20.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 8 10 21 20 37 33
Updated January 22, 2010