VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 49,611
COMMITMENTS
2,842 32,104 6,246 35,039 3,225 44,127 41,575 5,484 8,036
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 5,038)
579 2,848 104 3,096 83 3,779 3,035 1,259 2,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 64.7 12.6 70.6 6.5 88.9 83.8 11.1 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 13 13 5 4 21 22
Updated Novenber 21, 2008