VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 38,410
COMMITMENTS
6,090 3,968 5,758 18,224 23,798 30,072 33,524 8,338 4,886
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 2,143)
853 528 -449 1,423 1,745 1,827 1,824 316 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 10.3 15.0 47.4 62.0 78.3 87.3 21.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 8 8 9 7 24 17
Updated August 7, 2009