VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 53,298
COMMITMENTS
10,600 10,120 6,761 27,559 32,387 44,920 49,268 8,378 4,030
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 1,335)
-82 -3,627 772 736 3,797 1,426 942 -91 393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 19.0 12.7 51.7 60.8 84.3 92.4 15.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
17 6 7 10 6 30 16
Updated September 12, 2008