VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 58,269
COMMITMENTS
4,465 26,278 4,983 37,021 19,210 46,469 50,471 11,800 7,798
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 9,688)
1,048 7,476 -659 6,226 1,872 6,615 8,689 3,073 999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 45.1 8.6 63.5 33.0 79.7 86.6 20.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 14 14 11 7 30 26
Updated October 16, 2009