VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 114,567
COMMITMENTS
4,672 17,736 10,520 87,166 70,884 102,358 99,140 12,209 15,427
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 2,032)
3,282 833 -272 1,004 -591 4,014 -30 -1,982 2,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 15.5 9.2 76.1 61.9 89.3 86.5 10.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 24 17 14 21 33 53
Updated October 1, 2010