VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED 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 TRADER 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