VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 49,633
COMMITMENTS
3,233 20,174 6,238 31,146 15,520 40,617 41,932 9,016 7,701
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -3,160)
-534 -1,338 -629 -2,833 -2,457 -3,996 -4,424 836 1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 40.6 12.6 62.8 31.3 81.8 84.5 18.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 17 10 9 8 24 27
Updated March 21, 2008