VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 43,207
COMMITMENTS
4,447 5,043 4,541 26,381 29,033 35,369 38,617 7,838 4,590
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -3,506)
353 685 -151 -4,098 -1,822 -3,896 -1,288 390 -2,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 11.7 10.5 61.1 67.2 81.9 89.4 18.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
15 9 14 15 12 38 31
Updated February 26, 2010