VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 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: 13,836)
6,435 5,115 -3 4,070 9,543 10,502 14,655 3,334 -819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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