VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 112,535
COMMITMENTS
1,390 16,903 10,792 86,162 71,475 98,344 99,170 14,191 13,365
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -13,406)
-652 -68 1,800 -10,575 -12,168 -9,427 -10,436 -3,979 -2,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 15.0 9.6 76.6 63.5 87.4 88.1 12.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 25 22 16 22 40 56
Updated September 24, 2010