VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 52,718
COMMITMENTS
487 9,063 3,238 39,992 34,421 43,717 46,722 9,001 5,996
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -402)
-439 -787 9 -736 -144 -1,166 -922 764 520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 17.2 6.1 75.9 65.3 82.9 88.6 17.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 5 6 16 15 23 23
Updated January 7, 2010