VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 128,299
COMMITMENTS
3,750 19,177 18,655 88,142 71,583 110,547 109,415 17,752 18,884
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -6,644)
-252 -2,788 238 -10,864 -9,017 -10,878 -11,567 4,234 4,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 14.9 14.5 68.7 55.8 86.2 85.3 13.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
11 29 26 18 25 48 66
Updated October 29, 2010