VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 50,369
COMMITMENTS
3,453 17,540 5,752 31,304 20,101 40,509 43,393 9,860 6,976
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -8,492)
1,683 -7,030 -21 -7,020 -1,022 -5,358 -8,073 -3,134 -419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 34.8 11.4 62.1 39.9 80.4 86.2 19.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 12 14 12 8 30 27
Updated October 30, 2009