VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 64,048
COMMITMENTS
5,597 21,042 11,581 40,153 24,804 57,331 57,427 6,717 6,621
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 4,185)
1,241 -1,715 2,208 708 3,158 4,157 3,651 28 534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 32.9 18.1 62.7 38.7 89.5 89.7 10.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 9 10 12 9 27 23
Updated December 8, 2009