VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 148,913
COMMITMENTS
8,847 30,245 28,069 93,165 74,780 130,081 133,094 18,832 15,819
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -172)
3,390 3,396 -1,848 446 1,969 1,988 3,517 -2,160 -3,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 20.3 18.8 62.6 50.2 87.4 89.4 12.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
19 26 32 30 34 71 78
Updated January 14, 2011