VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 10/21/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 57,640 COMMITMENTS 9,098 28,621 8,814 31,453 6,266 49,365 43,701 8,275 13,939 CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 3,964) -1,467 4,696 -2,077 6,032 309 2,488 2,928 1,476 1,036 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 49.7 15.3 54.6 10.9 85.6 75.8 14.4 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 18 16 5 4 25 27
Updated October 24, 2008