VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 115,035
COMMITMENTS
4,473 18,534 12,266 85,049 69,059 101,788 99,860 13,247 15,176
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 468)
-199 798 1,746 -2,117 -1,825 -570 720 1,038 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 16.1 10.7 73.9 60.0 88.5 86.8 11.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 25 20 16 24 38 59
Updated October 8, 2010