VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 167,409
COMMITMENTS
10,669 33,905 38,275 99,454 81,619 148,398 153,799 19,011 13,610
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 16,194)
52 161 8,012 4,429 6,263 12,493 14,436 3,701 1,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 20.3 22.9 59.4 48.8 88.6 91.9 11.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
25 30 38 29 35 80 89
Updated February 4, 2011