VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 53,676
COMMITMENTS
10,565 23,925 10,891 25,421 5,957 46,877 40,773 6,799 12,903
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 3,482)
3,876 3,387 540 -732 -1,814 3,684 2,113 -202 1,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 44.6 20.3 47.4 11.1 87.3 76.0 12.7 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 19 15 5 4 24 27
Updated October 17, 2008