VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 57,096
COMMITMENTS
9,916 16,801 3,865 31,775 30,750 45,556 51,416 11,540 5,680
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 428)
-1,027 -2,292 36 1,226 829 235 -1,427 193 1,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 29.4 6.8 55.7 53.9 79.8 90.1 20.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
15 9 12 9 6 30 21
Updated June 13, 2008