VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 57,640
COMMITMENTS
9,098 28,621 8,814 31,453 6,266 49,365 43,701 8,275 13,939
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 3,964)
-1,467 4,696 -2,077 6,032 309 2,488 2,928 1,476 1,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 49.7 15.3 54.6 10.9 85.6 75.8 14.4 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 18 16 5 4 25 27
Updated October 24, 2008