VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 52,415 COMMITMENTS 11,618 12,830 5,097 27,831 27,941 44,546 45,868 7,869 6,547 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 4,079) 859 -2,082 2,921 -343 974 3,437 1,813 642 2,266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 24.5 9.7 53.1 53.3 85.0 87.5 15.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 12 8 13 9 6 27 21
Updated July 18, 2008