VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 43,562
COMMITMENTS
7,490 10,563 6,497 22,659 22,564 36,646 39,624 6,916 3,938
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 2,789)
-587 -983 1,513 857 2,515 1,783 3,045 1,006 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 24.2 14.9 52.0 51.8 84.1 91.0 15.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 8 8 9 6 22 17
Updated August 1, 2008