VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 58,991
COMMITMENTS
4,303 24,929 3,378 42,652 22,836 50,333 51,143 8,658 7,848
CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 1,888)
-89 1,212 -551 1,131 1,144 491 1,805 1,397 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 42.3 5.7 72.3 38.7 85.3 86.7 14.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 13 7 9 6 21 20
Updated February 22, 2008