VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 45,055
COMMITMENTS
3,911 4,189 3,383 30,649 32,722 37,943 40,294 7,112 4,761
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 8,000)
-169 1,196 462 7,511 6,234 7,804 7,892 196 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 9.3 7.5 68.0 72.6 84.2 89.4 15.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 7 7 9 5 23 15
Updated March 23, 2007