VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 46,927
COMMITMENTS
5,478 17,743 8,876 25,320 9,167 39,674 35,786 7,253 11,141
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 263)
-67 7,848 1,760 -1,186 -13,823 507 -4,215 -244 4,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 37.8 18.9 54.0 19.5 84.5 76.3 15.5 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 14 14 7 6 24 23
Updated October 3, 2008