VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 149,160
COMMITMENTS
6,090 21,236 28,306 98,997 82,300 133,393 131,842 15,767 17,318
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -18,583)
-2,293 3,253 251 -13,729 -21,844 -15,771 -18,340 -2,812 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 14.2 19.0 66.4 55.2 89.4 88.4 10.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
18 30 33 24 31 68 78
Updated November 29, 2010