VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 37,995
COMMITMENTS
5,440 6,960 1,820 21,971 24,025 29,231 32,805 8,764 5,190
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -3,572)
-1,176 1,010 -743 -2,003 -3,300 -3,922 -3,033 350 -539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 18.3 4.8 57.8 63.2 76.9 86.3 23.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 7 6 10 7 20 16
Updated August 28, 2009