VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 193,109
COMMITMENTS
27,270 35,506 36,894 106,742 108,341 170,905 180,740 22,204 12,369
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -21,815)
-2,988 1,815 -2,065 -16,485 -18,030 -21,537 -18,279 -277 -3,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 18.4 19.1 55.3 56.1 88.5 93.6 11.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
38 32 46 23 24 94 85
Updated April 29, 2011