VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 47,153
COMMITMENTS
4,637 8,377 3,212 28,732 28,266 36,581 39,855 10,572 7,298
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 4,898)
-471 650 1,261 2,207 1,632 2,997 3,543 1,901 1,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 17.8 6.8 60.9 59.9 77.6 84.5 22.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 8 6 10 8 22 18
Updated September 11, 2008