VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 55,936
COMMITMENTS
4,168 22,887 8,035 35,802 17,476 48,005 48,398 7,931 7,538
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 5,567)
715 5,347 2,283 4,498 -2,625 7,496 5,005 -1,929 562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 40.9 14.4 64.0 31.2 85.8 86.5 14.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 15 16 12 8 31 28
Updated November 6, 2009