VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 36,267
COMMITMENTS
5,237 3,440 6,207 16,801 22,053 28,245 31,700 8,022 4,567
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -2,172)
-1,829 228 1,048 -499 -3,933 -1,280 -2,657 -892 485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 9.5 17.1 46.3 60.8 77.9 87.4 22.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 6 6 8 7 21 14
Updated July 31, 2009