VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 144,288
COMMITMENTS
4,936 18,281 24,463 99,730 86,452 129,129 129,196 15,159 15,092
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 15,999)
1,186 -906 5,818 11,588 14,869 18,592 19,781 -2,593 -3,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 12.7 17.0 69.1 59.9 89.5 89.5 10.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
12 28 30 23 29 59 70
Updated November 5, 2010