VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 24,576
COMMITMENTS
8,015 2,767 4,385 3,278 13,052 15,678 20,204 8,898 4,372
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 2,119)
-482 839 311 133 499 -38 1,649 2,157 470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 11.3 17.8 13.3 53.1 63.8 82.2 36.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 6 8 6 4 18 15
Updated June 19, 2009