VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 184,059
COMMITMENTS
24,710 20,609 34,455 104,093 113,604 163,258 168,668 20,801 15,391
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 13,840)
6,435 5,115 -3 4,073 9,544 10,505 14,656 3,335 -816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 11.2 18.7 56.6 61.7 88.7 91.6 11.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
38 29 40 24 26 88 80
Updated April 1, 2011