VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 149,232
COMMITMENTS
9,957 21,831 33,198 91,341 79,549 134,496 134,578 14,736 14,654
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 1,933)
-744 -1,670 4,582 1,667 3,750 5,505 6,662 -3,572 -4,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 14.6 22.2 61.2 53.3 90.1 90.2 9.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
18 29 41 26 32 75 84
Updated December 10, 2010