VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 162,568
COMMITMENTS
15,556 26,658 34,377 90,494 84,477 140,427 145,512 22,141 17,056
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -16,023)
-6,392 -4,045 -4,433 -7,675 -12,417 -18,500 -20,895 2,477 4,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 16.4 21.1 55.7 52.0 86.4 89.5 13.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
30 27 36 27 30 81 81
Updated February 25, 2011