VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 59,863
COMMITMENTS
4,356 22,757 9,373 39,445 21,646 53,174 53,776 6,689 6,087
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 3,927)
188 -130 1,338 3,643 4,170 5,169 5,378 -1,242 -1,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 38.0 15.7 65.9 36.2 88.8 89.8 11.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 13 14 12 8 29 26
Updated November 13, 2009