VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($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 TRADERS
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