VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 134,936
COMMITMENTS
4,002 21,972 18,410 99,006 80,600 121,418 120,982 13,518 13,954
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 5,094)
636 1,425 1,490 3,498 2,321 5,624 5,236 -530 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 16.3 13.6 73.4 59.7 90.0 89.7 10.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
10 30 30 22 28 56 72
Updated October 22, 2010