VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 141,787
COMMITMENTS
3,423 21,746 30,066 89,940 73,523 123,429 125,335 18,358 16,452
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -14,211)
-7,125 76 -126 -3,786 -11,025 -11,037 -11,075 -3,174 -3,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 15.3 21.2 63.4 51.9 87.1 88.4 12.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
12 26 30 25 30 59 71
Updated January 3, 2011