VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 46,115
COMMITMENTS
2,840 20,878 5,431 29,448 14,614 37,719 40,923 8,396 5,192
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -3,518)
-393 704 -807 -1,698 -906 -2,898 -1,009 -620 -2,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 45.3 11.8 63.9 31.7 81.8 88.7 18.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 12 9 8 7 21 21
Updated March 28, 2008