VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 55,094
COMMITMENTS
5,378 23,610 2,619 40,500 22,213 48,497 48,442 6,597 6,652
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 1,080)
-172 911 -353 110 -1,052 -415 -494 1,495 1,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 42.9 4.8 73.5 40.3 88.0 87.9 12.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 13 7 10 6 22 19
Updated February 8, 2008