VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 162,587
COMMITMENTS
15,556 26,658 34,377 90,503 84,481 140,436 145,516 22,151 17,071
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -16,010)
-6,392 -4,045 -4,433 -7,672 -12,413 -18,497 -20,891 2,487 4,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 16.4 21.1 55.7 52.0 86.4 89.5 13.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
30 27 36 27 30 81 81
Updated February 25, 2011