VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 50,691
COMMITMENTS
7,358 12,739 7,571 20,727 25,655 35,656 45,965 15,035 4,726
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 3,675)
-747 5,157 -3,044 1,728 1,886 -2,063 3,999 5,738 -324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 25.1 14.9 40.9 50.6 70.3 90.7 29.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
12 7 9 9 4 25 16
Updated August 22, 2008