VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 47,723
COMMITMENTS
4,352 23,244 4,238 29,506 15,013 38,096 42,495 9,627 5,228
CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 1,608)
1,512 2,366 -1,193 58 399 377 1,572 1,231 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 48.7 8.9 61.8 31.5 79.8 89.0 20.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 8 8 8 6 22 17
Updated April 4, 2008