VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 53,120
COMMITMENTS
926 9,850 3,229 40,728 34,565 44,883 47,644 8,237 5,476
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -9,192)
-2,515 -12,509 -7,638 4,001 14,845 -6,152 -5,302 -3,040 -3,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 18.5 6.1 76.7 65.1 84.5 89.7 15.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 7 6 15 15 23 24
Updated December 28, 2009