VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 174,010
COMMITMENTS
11,733 33,780 27,111 113,220 95,172 152,064 156,063 21,946 17,947
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 25,094)
2,886 3,535 -959 20,054 20,392 21,981 22,968 3,113 2,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 19.4 15.6 65.1 54.7 87.4 89.7 12.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
24 33 37 30 35 80 88
Updated January 21, 2011