VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 236,528
COMMITMENTS
74,235 83,718 21,214 119,828 109,903 215,277 214,835 21,251 21,693
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 31,950)
9,399 14,204 2,308 19,772 11,762 31,479 28,274 471 3,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 35.4 9.0 50.7 46.5 91.0 90.8 9.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
28 34 27 27 33 73 82
Updated March 2, 2012