VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 27,016
COMMITMENTS
11,573 5,472 4,953 3,028 13,853 19,554 24,278 7,462 2,738
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 2,440)
3,558 2,705 568 -250 801 3,876 4,074 -1,436 -1,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 20.3 18.3 11.2 51.3 72.4 89.9 27.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 5 5 5 5 20 11
Updated July 6, 2009