VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 151,215
COMMITMENTS
10,617 33,744 30,263 95,025 75,356 135,905 139,363 15,310 11,852
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -22,791)
-1,117 -36 3,153 -18,195 -19,813 -16,159 -16,696 -6,632 -6,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 22.3 20.0 62.8 49.8 89.9 92.2 10.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
21 31 38 29 34 80 86
Updated January 28, 2011