VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 59,757
COMMITMENTS
6,179 18,557 3,405 40,881 29,100 50,465 51,062 9,292 8,695
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 3,448)
768 -98 -391 -77 782 300 293 3,148 3,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 31.1 5.7 68.4 48.7 84.5 85.4 15.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 8 4 6 3 16 12
Updated January 11, 2008