VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 149,231
COMMITMENTS
9,957 21,831 33,198 91,341 79,548 134,496 134,577 14,735 14,654
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 1,932)
-744 -1,670 4,582 1,667 3,749 5,505 6,661 -3,573 -4,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 14.6 22.2 61.2 53.3 90.1 90.2 9.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
18 29 41 26 32 75 84
Updated December 10, 2010