VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 50,194
COMMITMENTS
6,689 20,538 10,351 26,153 7,771 43,193 38,660 7,001 11,534
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 3,267)
1,211 2,795 1,475 833 -1,396 3,519 2,874 -252 393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 40.9 20.6 52.1 15.5 86.1 77.0 13.9 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 15 15 6 6 24 25
Updated October 10, 2008