VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 174,006
COMMITMENTS
11,734 33,780 27,110 113,220 95,169 152,064 156,059 21,942 17,947
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 25,093)
2,887 3,535 -959 20,055 20,389 21,983 22,965 3,110 2,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 19.4 15.6 65.1 54.7 87.4 89.7 12.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
24 33 37 30 35 80 88
Updated January 21, 2011