VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 61,905
COMMITMENTS
31,090 19,243 7,583 9,280 21,009 47,953 47,835 13,952 14,070
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 4,229)
2,372 1,253 -2,445 459 815 386 -377 3,843 4,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.2 31.1 12.2 15.0 33.9 77.5 77.3 22.5 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 11 14 11 8 30 24
Updated December 4, 2009