VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 58,861
COMMITMENTS
1,770 24,570 5,773 38,324 21,123 45,867 51,466 12,994 7,395
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 592)
-2,695 -1,708 790 1,303 1,913 -602 995 1,194 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 41.7 9.8 65.1 35.9 77.9 87.4 22.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 14 16 13 7 32 28
Updated October 23, 2009