VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 46,394
COMMITMENTS
4,778 5,049 4,609 26,840 30,905 36,227 40,563 10,167 5,831
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 3,187)
331 6 68 459 1,872 858 1,946 2,329 1,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 10.9 9.9 57.9 66.6 78.1 87.4 21.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 9 16 17 16 40 35
Updated March 2, 2010