VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 46,664
COMMITMENTS
5,545 9,895 7,116 26,506 22,990 39,167 40,001 7,497 6,663
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -12,151)
-3,497 3,758 -3,809 -1,733 -8,529 -9,039 -8,580 -3,112 -3,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 21.2 15.2 56.8 49.3 83.9 85.7 16.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 8 9 9 6 22 17
Updated September 26, 2008