VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 21,309
COMMITMENTS
7,832 4,759 3,522 2,625 9,543 13,979 17,824 7,330 3,485
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 22.3 16.5 12.3 44.8 65.6 83.6 34.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 6 5 5 3 17 11
Updated June 5, 2009