VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 144,288
COMMITMENTS
4,936 18,281 24,463 99,730 86,452 129,129 129,196 15,159 15,092
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 15,989)
1,186 -896 5,808 11,588 14,869 18,582 19,781 -2,593 -3,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 12.7 17.0 69.1 59.9 89.5 89.5 10.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
12 28 30 23 29 59 70
Updated November 5, 2010