VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 147,299
COMMITMENTS
10,701 23,501 28,616 89,674 75,799 128,991 127,916 18,308 19,383
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -1,861)
4,611 2,265 310 -9,323 -6,501 -4,402 -3,926 2,541 2,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 16.0 19.4 60.9 51.5 87.6 86.8 12.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
19 32 38 27 32 76 81
Updated December 3, 2010