VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 40,955
COMMITMENTS
6,634 5,124 4,706 20,980 25,958 32,320 35,788 8,635 5,167
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 2,545)
544 1,156 -1,052 2,756 2,160 2,248 2,264 297 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 12.5 11.5 51.2 63.4 78.9 87.4 21.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 8 9 10 7 26 18
Updated August 14, 2009