VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 41,567
COMMITMENTS
6,616 5,950 2,563 23,974 27,325 33,153 35,838 8,414 5,729
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 612)
-18 826 -2,143 2,994 1,367 833 50 -221 562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 14.3 6.2 57.7 65.7 79.8 86.2 20.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 8 8 11 8 24 19
Updated August 21, 2008