VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 170,224
COMMITMENTS
18,275 15,494 34,458 100,023 104,062 152,756 154,014 17,468 16,210
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -23,984)
-291 -12,095 -2,954 -16,224 -6,943 -19,469 -21,992 -4,514 -1,991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 9.1 20.2 58.8 61.1 89.7 90.5 10.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
33 21 40 23 25 80 75
Updated March 25, 2011