VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 179,950
COMMITMENTS
20,099 34,948 40,355 101,425 92,961 161,879 168,264 18,071 11,686
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 12,541)
9,430 1,043 2,080 1,971 11,342 13,481 14,465 -940 -1,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 19.4 22.4 56.4 51.7 90.0 93.5 10.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
32 31 42 31 37 87 96
Updated February 11, 2011