VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 47,016
COMMITMENTS
8,105 7,582 10,615 18,999 23,769 37,719 41,966 9,297 5,050
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -176)
-68 -3,040 4,190 -4,405 -1,046 -283 104 107 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 16.1 22.6 40.4 50.6 80.2 89.3 19.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 6 5 9 5 22 13
Updated August 15, 2008