VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 42,255
COMMITMENTS
5,108 7,727 1,951 26,525 26,634 33,584 36,312 8,671 5,943
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 4,260)
-332 767 131 4,554 2,609 4,353 3,507 -93 753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 18.3 4.6 62.8 63.0 79.5 85.9 20.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 7 6 10 8 22 17
Updated September 4, 2009