VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 47,960
COMMITMENTS
3,741 6,136 5,406 30,889 30,253 40,036 41,795 7,924 6,165
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 150)
626 113 -275 729 1,134 1,080 972 -930 -822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 12.8 11.3 64.4 63.1 83.5 87.1 16.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 9 11 18 16 35 31
Updated February 5, 2010