VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 56,108
COMMITMENTS
5,357 22,155 2,323 38,306 21,654 45,986 46,132 10,122 9,976
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -3,801)
-1,718 -777 -578 -4,009 -6,126 -6,305 -7,481 2,504 3,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 39.5 4.1 68.3 38.6 82.0 82.2 18.0 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 13 5 8 4 18 17
Updated January 25, 2008