VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 47,192
COMMITMENTS
8,173 10,622 6,425 23,404 24,815 38,002 41,862 9,190 5,330
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 3,630)
683 59 -72 745 2,251 1,356 2,238 2,274 1,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 22.5 13.6 49.6 52.6 80.5 88.7 19.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 6 6 9 6 22 15
Updated August 8, 2008