VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 61,257
COMMITMENTS
1,012 8,824 3,956 43,209 40,568 48,177 53,348 13,080 7,909
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 8,539)
525 -239 718 3,217 6,147 4,460 6,626 4,079 1,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 14.4 6.5 70.5 66.2 78.6 87.1 21.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 6 8 15 15 26 26
Updated January 8, 2010