VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 167,743
COMMITMENTS
8,383 17,983 28,055 112,726 104,144 149,164 150,182 18,579 17,561
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 20,452)
3,104 271 1,148 11,324 14,709 15,576 16,128 4,876 4,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 10.7 16.7 67.2 62.1 88.9 89.5 11.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
17 28 36 29 33 72 79
Updated November 19, 2010