VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 167,414
COMMITMENTS
10,669 33,905 38,275 99,455 81,623 148,399 153,803 19,015 13,611
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 16,195)
52 161 8,012 4,429 6,264 12,492 14,437 3,702 1,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 20.3 22.9 59.4 48.8 88.6 91.9 11.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
25 30 38 29 35 80 89
Updated February 4, 2011