VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 214,920
COMMITMENTS
30,257 33,691 38,958 123,227 126,367 192,442 199,016 22,478 15,904
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 25,935)
610 6,600 1,868 24,392 18,926 26,870 27,394 -935 -1,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 15.7 18.1 57.3 58.8 89.5 92.6 10.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
46 30 48 26 30 100 93
Updated April 22, 2011