VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 28,919
COMMITMENTS
11,839 6,180 5,574 4,036 13,610 21,449 25,364 7,470 3,555
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 1,903)
266 708 621 1,008 -243 1,895 1,086 8 817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 21.4 19.3 14.0 47.1 74.2 87.7 25.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 5 6 7 5 21 12
Updated July 10, 2009