VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 58,815
COMMITMENTS
9,042 6,137 10,925 28,239 31,519 48,206 48,581 10,609 10,234
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 5,517)
-1,558 -3,983 4,164 680 -868 3,286 -687 2,231 6,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 10.4 18.6 48.0 53.6 82.0 82.6 18.0 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 5 9 10 6 23 18
Updated September 19, 2008