VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 57,676
COMMITMENTS
4,915 17,990 9,996 32,656 20,226 47,567 48,212 10,109 9,464
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -6,372)
-682 -3,052 -1,585 -7,497 -4,578 -9,764 -9,215 3,392 2,843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 31.2 17.3 56.6 35.1 82.5 83.6 17.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 11 11 11 9 27 23
Updated December 8, 2009