VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 149,085
COMMITMENTS
5,457 26,849 29,917 92,719 72,811 128,093 129,577 20,992 19,508
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 7,298)
2,034 5,103 -149 2,779 -712 4,664 4,242 2,634 3,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 18.0 20.1 62.2 48.8 85.9 86.9 14.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
16 28 34 22 30 61 76
Updated January 7, 2011