VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 62,312
COMMITMENTS
3,441 22,359 10,867 36,727 19,720 51,035 52,946 11,277 9,366
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 295)
-1,159 -1,113 2,171 -859 780 153 1,838 142 -1,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 35.9 17.4 58.9 31.6 81.9 85.0 18.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 16 17 12 10 31 31
Updated December 18, 2009