VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 170,219
COMMITMENTS
18,275 15,494 34,458 100,020 104,060 152,753 154,012 17,466 16,207
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -23,982)
-291 -12,095 -2,954 -16,222 -6,945 -19,467 -21,994 -4,515 -1,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 9.1 20.2 58.8 61.1 89.7 90.5 10.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
33 21 40 23 25 80 75
Updated March 25, 2011