VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 22,457
COMMITMENTS
8,497 1,928 4,074 3,145 12,553 15,716 18,555 6,741 3,902
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,148)
665 -2,831 552 520 3,010 1,737 731 -589 417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 8.6 18.1 14.0 55.9 70.0 82.6 30.0 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 3 6 6 6 19 13
Updated June 12, 2009