VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 21,417
COMMITMENTS
1,032 9,540 3,036 6,858 5,091 10,926 17,667 10,491 3,750
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 44.5 14.2 32.0 23.8 51.0 82.5 49.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 13 10 4 4 16 18
Updated December 19, 2008