VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 160,407
COMMITMENTS
18,049 27,431 32,562 90,254 85,038 140,865 145,031 19,542 15,376
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -2,180)
2,493 773 -1,815 -249 557 429 -485 -2,609 -1,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 17.1 20.3 56.3 53.0 87.8 90.4 12.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
30 27 39 24 28 78 83
Updated March 4, 2011