VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 32,894
COMMITMENTS
14,394 7,618 4,908 4,057 15,352 23,359 27,878 9,535 5,016
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 3,975)
2,555 1,438 -666 21 1,742 1,910 2,514 2,065 1,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 23.2 14.9 12.3 46.7 71.0 84.8 29.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 5 6 7 5 20 12
Updated July 17, 2009