VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 114,994
COMMITMENTS
4,473 18,539 12,258 85,049 69,059 101,780 99,856 13,214 15,138
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 427)
-199 803 1,738 -2,117 -1,825 -578 716 1,005 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 16.1 10.7 74.0 60.1 88.5 86.8 11.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 25 19 16 24 37 59
Updated October 8, 2010