VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 36,116
COMMITMENTS
3,704 6,762 705 23,107 22,975 27,516 30,442 8,600 5,674
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 3,630)
63 -566 390 677 1,625 1,130 1,449 2,500 2,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 18.7 2.0 64.0 63.6 76.2 84.3 23.8 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 5 3 10 5 21 10
Updated March 2, 2007