VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 47,935
COMMITMENTS
8,931 24,306 2,759 27,047 17,909 38,737 44,974 9,198 2,961
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -4,705)
117 533 -470 -3,260 -3,856 -3,613 -3,793 -1,092 -912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 50.7 5.8 56.4 37.4 80.8 93.8 19.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 8 7 9 5 23 15
Updated April 25, 2008