VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 156,004
COMMITMENTS
10,548 21,676 30,192 93,726 84,548 134,466 136,416 21,538 19,588
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 4,500)
-2,004 -790 -1,540 2,078 -728 -1,466 -3,058 5,966 7,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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