VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 155,998
COMMITMENTS
10,548 21,670 30,192 93,726 84,548 134,466 136,410 21,532 19,588
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 4,495)
-2,004 -796 -1,540 2,078 -727 -1,466 -3,063 5,961 7,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 13.9 19.4 60.1 54.2 86.2 87.4 13.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
20 25 30 28 31 70 72
Updated December 27, 2010