VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 188,985
COMMITMENTS
29,647 27,091 37,090 98,835 107,441 165,572 171,622 23,413 17,363
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 7,697)
1,082 2,976 3,324 311 -1,961 4,717 4,339 2,980 3,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 14.3 19.6 52.3 56.9 87.6 90.8 12.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
39 31 45 28 29 94 89
Updated April 15, 2011