VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 141,802
COMMITMENTS
3,423 21,748 30,072 89,940 73,523 123,435 125,343 18,366 16,459
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -14,203)
-7,125 72 -120 -3,786 -11,025 -11,031 -11,074 -3,172 -3,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 15.3 21.2 63.4 51.8 87.0 88.4 13.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
12 26 30 25 30 59 71
Updated January 3, 2011