VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 194,208
COMMITMENTS
18,566 27,589 37,412 116,247 111,005 172,225 176,006 21,982 18,202
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 13,166)
28 -652 3,544 7,993 8,212 11,565 11,104 1,601 2,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 14.2 19.3 59.9 57.2 88.7 90.6 11.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
32 25 43 28 35 86 90
Updated March 18, 2011