VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 75,183
COMMITMENTS
13,670 22,575 4,206 38,573 39,138 56,449 65,919 18,734 9,264
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 7,998)
1,408 -716 -1,978 2,913 5,940 2,343 3,246 5,655 4,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 30.0 5.6 51.3 52.1 75.1 87.7 24.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 10 7 10 5 31 17
Updated May 23, 2008