VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 48,843
COMMITMENTS
4,637 22,717 3,770 33,972 18,411 42,379 44,898 6,464 3,945
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -10,148)
334 -2,212 392 -8,680 -4,425 -7,954 -6,245 -2,194 -3,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 46.5 7.7 69.6 37.7 86.8 91.9 13.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 10 11 11 7 28 22
Updated February 29, 2008