VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 188,987
COMMITMENTS
29,647 27,091 37,090 98,836 107,442 165,573 171,623 23,414 17,364
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 7,699)
1,082 2,976 3,324 312 -1,960 4,718 4,340 2,981 3,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 14.3 19.6 52.3 56.9 87.6 90.8 12.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
39 31 45 28 29 94 89
Updated April 15, 2011