VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 129,848
COMMITMENTS
3,366 20,542 16,926 95,508 78,279 115,800 115,747 14,049 14,102
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 14,813)
-1,107 2,008 4,659 10,459 9,220 14,011 15,887 802 -1,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 15.8 13.0 73.6 60.3 89.2 89.1 10.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
6 31 24 21 29 48 70
Updated October 15, 2010