VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 43,723
COMMITMENTS
2,992 27,400 5,436 30,270 3,245 38,698 36,081 5,025 7,642
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -17)
-1,166 318 -126 1,541 654 249 846 -266 -863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 62.7 12.4 69.2 7.4 88.5 82.5 11.5 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 13 12 4 3 19 20
Updated November 7, 2008