VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 148,916
COMMITMENTS
8,847 30,245 28,070 93,166 74,780 130,083 133,095 18,833 15,821
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -179)
3,390 3,392 -1,850 447 1,969 1,987 3,512 -2,165 -3,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 20.3 18.8 62.6 50.2 87.4 89.4 12.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
19 26 32 30 34 71 78
Updated January 14, 2011