VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 125,941
COMMITMENTS
2,042 16,971 8,992 96,737 83,643 107,771 109,606 18,170 16,335
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 16,645)
93 3,501 1,254 10,857 3,933 12,204 8,688 4,441 7,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 13.5 7.1 76.8 66.4 85.6 87.0 14.4 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 24 20 20 25 43 56
Updated September 17, 2010