VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 271,074
COMMITMENTS
84,036 91,666 25,853 139,824 130,679 249,713 248,198 21,361 22,876
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 34,546)
9,801 7,948 4,639 19,996 20,776 34,436 33,363 110 1,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 33.8 9.5 51.6 48.2 92.1 91.6 7.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
30 42 41 33 37 91 100
Updated March 9, 2012