VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 181,288
COMMITMENTS
28,565 24,115 33,766 98,524 109,402 160,855 167,283 20,433 14,005
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -2,771)
3,855 3,506 -689 -5,569 -4,202 -2,403 -1,385 -368 -1,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 13.3 18.6 54.3 60.3 88.7 92.3 11.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
41 29 40 26 26 90 82
Updated April 8, 2011