VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 129,842
COMMITMENTS
3,366 20,547 16,920 95,508 78,279 115,794 115,746 14,048 14,096
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 14,848)
-1,107 2,008 4,662 10,459 9,220 14,014 15,890 834 -1,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 15.8 13.0 73.6 60.3 89.2 89.1 10.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
6 31 24 21 29 48 70
Updated October 15, 2010