VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 48,581
COMMITMENTS
3,417 18,802 5,642 30,795 17,338 39,854 41,782 8,727 6,799
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 5,427)
44 4,296 2,271 2,525 -803 4,840 5,764 587 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 38.7 11.6 63.4 35.7 82.0 86.0 18.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 12 13 12 8 29 25
Updated October 9, 2008