VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 57,147
COMMITMENTS
4,827 7,957 3,314 38,701 41,847 46,842 53,118 10,305 4,029
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -20,162)
-3,883 1,005 -2,998 -12,559 -16,906 -19,440 -18,899 -722 -1,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 13.9 5.8 67.7 73.2 82.0 92.9 18.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 12 8 17 17 34 31
Updated March 26, 2010