VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 151,220
COMMITMENTS
10,617 33,744 30,264 95,026 75,358 135,907 139,366 15,313 11,854
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -22,790)
-1,116 -36 3,153 -18,194 -19,814 -16,157 -16,697 -6,633 -6,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 22.3 20.0 62.8 49.8 89.9 92.2 10.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
21 31 38 29 34 80 86
Updated January 28, 2011