VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 128,289
COMMITMENTS
3,750 19,187 18,645 88,142 71,583 110,537 109,415 17,752 18,874
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -6,647)
-252 -2,785 235 -10,864 -9,017 -10,881 -11,567 4,234 4,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 15.0 14.5 68.7 55.8 86.2 85.3 13.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
11 29 26 18 25 48 66
Updated October 29, 2010