VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 44,573
COMMITMENTS
2,263 29,256 6,142 31,943 3,142 40,348 38,540 4,225 6,033
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 850)
-729 1,856 706 1,673 -103 1,650 2,459 -800 -1,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 65.6 13.8 71.7 7.0 90.5 86.5 9.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 14 12 4 3 19 21
Updated November 14, 2007