VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 40,773 COMMITMENTS 8,077 11,546 4,984 21,802 20,049 34,863 36,579 5,910 4,194 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -11,642) -3,541 -1,284 -113 -6,029 -7,892 -9,683 -9,289 -1,959 -2,353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 28.3 12.2 53.5 49.2 85.5 89.7 14.5 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 10 8 9 9 6 24 18
Updated July 25, 2008