VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 147,291
COMMITMENTS
5,279 17,712 26,907 101,402 89,435 133,588 134,054 13,703 13,237
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 3,003)
343 -569 2,444 1,672 2,983 4,459 4,858 -1,456 -1,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 12.0 18.3 68.8 60.7 90.7 91.0 9.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
12 28 32 25 30 62 73
Updated November 15, 2010