VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 214,924
COMMITMENTS
30,257 33,691 38,958 123,227 126,370 192,442 199,019 22,481 15,905
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 25,937)
610 6,600 1,868 24,391 18,928 26,869 27,396 -933 -1,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 15.7 18.1 57.3 58.8 89.5 92.6 10.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
46 30 48 26 30 100 93
Updated April 22, 2011