VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 43,154
COMMITMENTS
3,373 14,506 3,371 28,270 18,141 35,014 36,018 8,140 7,136
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -3,713)
-672 -221 62 -2,811 -4,717 -3,421 -4,876 -292 1,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 33.6 7.8 65.5 42.0 81.1 83.5 18.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 11 10 11 7 25 22
Updated October 2, 2009