VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 160,389
COMMITMENTS
18,049 27,431 32,562 90,241 85,036 140,852 145,029 19,537 15,360
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -2,179)
2,493 773 -1,815 -253 559 425 -483 -2,604 -1,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 17.1 20.3 56.3 53.0 87.8 90.4 12.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
30 27 39 24 28 78 83
Updated March 4, 2011