VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 149,094
COMMITMENTS
5,457 26,853 29,920 92,719 72,811 128,096 129,583 20,999 19,511
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 7,293)
2,034 5,105 -152 2,779 -712 4,661 4,241 2,632 3,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 18.0 20.1 62.2 48.8 85.9 86.9 14.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
16 28 34 22 30 61 76
Updated January 7, 2011