VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 52,415
COMMITMENTS
11,618 12,830 5,097 27,831 27,941 44,546 45,868 7,869 6,547
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 4,079)
859 -2,082 2,921 -343 974 3,437 1,813 642 2,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 24.5 9.7 53.1 53.3 85.0 87.5 15.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
12 8 13 9 6 27 21
Updated July 18, 2008