VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 42,255
COMMITMENTS
5,108 7,727 1,951 26,525 26,634 33,584 36,312 8,671 5,943
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 4,260)
-332 767 131 4,554 2,609 4,353 3,507 -93 753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 18.3 4.6 62.8 63.0 79.5 85.9 20.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 7 6 10 8 22 17
Updated September 4, 2009