VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 43,740
COMMITMENTS
4,158 27,082 5,562 28,729 2,591 38,449 35,235 5,291 8,505
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -13,900)
-4,940 -1,539 -3,252 -2,724 -3,675 -10,916 -8,466 -2,984 -5,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 61.9 12.7 65.7 5.9 87.9 80.6 12.1 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 15 13 4 3 20 24
Updated October 31, 2008