VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 178,591
COMMITMENTS
21,948 30,703 38,810 98,169 96,894 158,927 166,407 19,664 12,184
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -1,359)
1,849 -4,245 -1,545 -3,256 3,933 -2,952 -1,857 1,593 498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 17.2 21.7 55.0 54.3 89.0 93.2 11.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
38 31 42 31 33 93 90
Updated February 18, 2011