VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 45,726
COMMITMENTS
1,995 6,535 2,074 33,579 31,800 37,648 40,409 8,078 5,317
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 3,407)
-1,178 -213 221 3,368 2,192 2,411 2,200 996 1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 14.3 4.5 73.4 69.5 82.3 88.4 17.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 8 7 11 6 24 15
Updated April 13, 2007