VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 52,793
COMMITMENTS
3,767 21,512 6,867 33,979 17,977 44,613 46,356 8,180 6,437
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 2,888)
-1,072 -1,425 2,415 652 105 1,995 1,095 893 1,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 40.7 13.0 64.4 34.1 84.5 87.8 15.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 11 9 10 6 24 20
Updated March 14, 2008