VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 38,748
COMMITMENTS
3,158 3,068 2,677 22,038 24,404 27,873 30,149 10,875 8,599
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 2,632)
-546 -3,694 1,972 -1,069 1,429 357 -293 2,275 2,925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 7.9 6.9 56.9 63.0 71.9 77.8 28.1 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 5 6 9 6 20 14
Updated March 9, 2007