VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 151,503
COMMITMENTS
12,552 22,466 31,732 91,648 85,275 135,932 139,473 15,571 12,030
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 2,272)
2,595 635 -1,466 307 5,727 1,436 4,896 836 -2,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 14.8 20.9 60.5 56.3 89.7 92.1 10.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
22 27 36 25 32 70 80
Updated December 17, 2010