VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 48,336
COMMITMENTS
10,759 14,912 2,176 28,174 26,967 41,109 44,055 7,227 4,281
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 106)
591 -472 -464 799 1,438 926 502 -820 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 30.9 4.5 58.3 55.8 85.0 91.1 15.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 9 9 9 6 24 19
Updated July 11, 2008