VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 194,201
COMMITMENTS
18,566 27,589 37,412 116,242 111,005 172,220 176,006 21,981 18,195
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 13,170)
28 -652 3,544 7,993 8,215 11,565 11,107 1,605 2,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 14.2 19.3 59.9 57.2 88.7 90.6 11.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
32 25 43 28 35 86 90
Updated March 18, 2011