VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 38,439
COMMITMENTS
7,066 3,212 5,159 17,300 25,986 29,525 34,357 8,914 4,082
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 5,545)
-7,328 -4,406 251 13,243 10,634 6,166 6,479 -621 -934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 8.4 13.4 45.0 67.6 76.8 89.4 23.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 4 6 9 6 22 13
Updated July 24, 2009