VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 179,964
COMMITMENTS
20,099 34,948 40,355 101,425 92,975 161,879 168,278 18,085 11,686
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 12,549)
9,430 1,043 2,080 1,970 11,352 13,480 14,475 -931 -1,925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 19.4 22.4 56.4 51.7 90.0 93.5 10.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
32 31 42 31 37 87 96
Updated February 11, 2011