VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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($1000 X INDEX) OPEN INTEREST: 54,014
COMMITMENTS
5,550 22,699 2,972 40,390 23,265 48,912 48,936 5,102 5,078
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -2,094)
193 544 649 2,084 1,611 2,926 2,804 -5,020 -4,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 42.0 5.5 74.8 43.1 90.6 90.6 9.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 14 8 9 5 22 21
Updated February 1, 2008