VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 181,042
COMMITMENTS
18,538 28,241 33,868 108,255 102,793 160,661 164,902 20,381 16,140
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 20,635)
489 810 1,306 18,001 17,755 19,796 19,871 839 764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 15.6 18.7 59.8 56.8 88.7 91.1 11.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
31 24 41 25 29 78 84
Updated March 11, 2011