VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 45,173
COMMITMENTS
7,983 15,727 3,571 27,323 22,585 38,877 41,883 6,296 3,290
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -14,141)
-1,204 1,554 -2,305 -7,522 -11,172 -11,031 -11,923 -3,110 -2,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 34.8 7.9 60.5 50.0 86.1 92.7 13.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
10 9 11 9 6 26 20
Updated June 27, 2008