VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 48,230
COMMITMENTS
10,168 15,384 2,640 27,375 25,529 40,183 43,553 8,047 4,677
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 3,057)
2,185 -343 -931 52 2,944 1,306 1,670 1,751 1,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 31.9 5.5 56.8 52.9 83.3 90.3 16.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
11 9 9 9 6 25 19
Updated July 7, 2008