VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 67,185
COMMITMENTS
12,262 23,291 6,184 35,660 33,198 54,106 62,673 13,079 4,512
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 6,966)
2,635 -3,110 1,773 3,424 6,691 7,832 5,354 -866 1,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 34.7 9.2 53.1 49.4 80.5 93.3 19.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 11 8 9 4 30 17
Updated May 16, 2008