VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 51,963
COMMITMENTS
10,682 13,747 5,989 26,823 28,590 43,494 48,326 8,469 3,637
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 1,038)
299 59 -310 -402 361 -413 110 1,451 928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 26.5 11.5 51.6 55.0 83.7 93.0 16.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
16 6 8 10 6 29 17
Updated September 5, 2008