VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 50,925
COMMITMENTS
10,383 13,688 6,299 27,225 28,229 43,907 48,216 7,018 2,709
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 234)
3,025 949 -1,272 6,498 2,574 8,251 2,251 -8,017 -2,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 26.9 12.4 53.5 55.4 86.2 94.7 13.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
15 7 9 10 6 29 18
Updated August 29, 2008