VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 21,417 COMMITMENTS 1,032 9,540 3,036 6,858 5,091 10,926 17,667 10,491 3,750 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 44.5 14.2 32.0 23.8 51.0 82.5 49.0 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 13 10 4 4 16 18
Updated December 19, 2008