VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 64,048
COMMITMENTS
5,597 21,042 11,581 16,365 24,772 33,543 57,395 30,505 6,653
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 4,185)
1,241 -1,715 2,208 -23,080 3,126 -19,631 3,619 23,816 566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 32.9 18.1 25.6 38.7 52.4 89.6 47.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 9 10 11 8 26 22
Updated November 20, 2009