VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 40,773
COMMITMENTS
8,077 11,546 4,984 21,802 20,049 34,863 36,579 5,910 4,194
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -11,642)
-3,541 -1,284 -113 -6,029 -7,892 -9,683 -9,289 -1,959 -2,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 28.3 12.2 53.5 49.2 85.5 89.7 14.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 8 9 9 6 24 18
Updated July 25, 2008