VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 59,314
COMMITMENTS
9,187 14,173 5,876 34,845 33,757 49,908 53,806 9,406 5,508
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 2,218)
-729 -2,628 2,011 3,070 3,007 4,352 2,390 -2,134 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 23.9 9.9 58.7 56.9 84.1 90.7 15.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
14 10 13 10 7 30 24
Updated June 20, 2008