VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 178,597
COMMITMENTS
21,948 30,703 38,810 98,175 96,894 158,933 166,407 19,664 12,190
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -1,367)
1,849 -4,245 -1,545 -3,250 3,920 -2,946 -1,870 1,579 504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 17.2 21.7 55.0 54.3 89.0 93.2 11.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
38 31 42 31 33 93 90
Updated February 18, 2011