VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 56,668
COMMITMENTS
10,943 19,093 3,829 30,549 29,921 45,321 52,843 11,347 3,825
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 412)
93 -718 598 -42 1,425 649 1,305 -237 -893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 33.7 6.8 53.9 52.8 80.0 93.3 20.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
17 11 13 9 6 32 24
Updated June 6, 2008