VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 60,569
COMMITMENTS
8,373 7,006 4,674 37,573 43,501 50,620 55,181 9,949 5,388
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 14,175)
3,595 1,957 65 10,733 12,596 14,393 14,618 -218 -443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 11.6 7.7 62.0 71.8 83.6 91.1 16.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
21 10 18 19 19 50 42
Updated March 12, 2010