VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 47,810
COMMITMENTS
3,115 6,023 5,681 30,160 29,119 38,956 40,823 8,854 6,987
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -15,653)
904 -500 1,320 -13,589 -13,784 -11,365 -12,964 -4,288 -2,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 12.6 11.9 63.1 60.9 81.5 85.4 18.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 9 9 19 19 33 33
Updated January 29, 2010