VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 61,874
COMMITMENTS
5,069 8,422 3,812 40,605 42,151 49,486 54,385 12,388 7,489
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 4,727)
242 465 498 1,904 304 2,644 1,267 2,083 3,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 13.6 6.2 65.6 68.1 80.0 87.9 20.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 13 10 15 17 33 34
Updated April 2, 2010