VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 49,633
COMMITMENTS
3,233 20,174 6,238 31,146 15,520 40,617 41,932 9,016 7,701
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -3,160)
-534 -1,338 -629 -2,833 -2,457 -3,996 -4,424 836 1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 40.6 12.6 62.8 31.3 81.8 84.5 18.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 17 10 9 8 24 27
Updated March 21, 2008