VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 181,031
COMMITMENTS
18,538 28,241 33,868 108,249 102,790 160,655 164,899 20,376 16,132
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 20,642)
489 810 1,306 18,008 17,754 19,803 19,870 839 772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 15.6 18.7 59.8 56.8 88.7 91.1 11.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
31 24 41 25 29 78 84
Updated March 11, 2011