VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 57,103
COMMITMENTS
4,392 23,717 3,929 41,521 21,692 49,842 49,338 7,261 7,765
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 2,009)
-986 107 1,310 1,021 -521 1,345 896 664 1,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 41.5 6.9 72.7 38.0 87.3 86.4 12.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 14 8 10 7 23 21
Updated February 15, 2008