VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 59,909
COMMITMENTS
7,075 22,932 2,901 42,315 27,780 52,291 53,613 7,618 6,296
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 152)
896 4,375 -504 1,434 -1,320 1,826 2,551 -1,674 -2,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 38.3 4.8 70.6 46.4 87.3 89.5 12.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 11 8 8 4 22 18
Updated January 18, 2008