VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 54,366
COMMITMENTS
4,383 12,903 5,078 35,183 29,322 44,644 47,303 9,722 7,063
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 7,213)
-254 4,526 1,866 6,451 1,056 8,063 7,448 -850 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 23.7 9.3 64.7 53.9 82.1 87.0 17.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 9 9 11 9 26 22
Updated September 18, 2009