VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 48,999
COMMITMENTS
3,881 4,910 5,898 31,711 31,721 41,490 42,529 7,509 6,470
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,039)
140 -1,226 492 822 1,468 1,454 734 -415 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 10.0 12.0 64.7 64.7 84.7 86.8 15.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 7 10 17 16 33 30
Updated February 7, 2010