VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 46,713
COMMITMENTS
4,094 4,358 4,692 30,479 30,855 39,265 39,905 7,448 6,808
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -2,286)
213 -552 -1,206 -1,232 -866 -2,225 -2,624 -61 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 9.3 10.0 65.2 66.1 84.1 85.4 15.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 7 13 16 15 35 31
Updated February 19, 2010