VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 62,017
COMMITMENTS
4,600 23,472 8,696 37,586 18,940 50,882 51,108 11,135 10,909
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 112)
-189 4,229 1,145 1,973 -2,101 2,929 3,273 -2,817 -3,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 37.8 14.0 60.6 30.5 82.0 82.4 18.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 12 13 13 10 30 26
Updated December 11, 2009