VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 56,256
COMMITMENTS
10,850 19,811 3,231 30,591 28,496 44,672 51,538 11,584 4,718
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -18,927)
-2,820 -2,764 -975 -7,982 -10,642 -11,777 -14,381 -7,150 -4,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 35.2 5.7 54.4 50.7 79.4 91.6 20.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
15 8 7 9 5 27 17
Updated May 30,2008