VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 27,016
COMMITMENTS
11,573 5,472 4,953 3,028 13,853 19,554 24,278 7,462 2,738
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 2,440)
3,558 2,705 568 -250 801 3,876 4,074 -1,436 -1,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 20.3 18.3 11.2 51.3 72.4 89.9 27.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 5 5 5 5 20 11
Updated July 6, 2009