VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 42,319
COMMITMENTS
3,173 6,748 1,853 30,211 29,608 35,237 38,209 7,082 4,110
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 945)
-607 -119 216 319 517 -72 614 1,017 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 15.9 4.4 71.4 70.0 83.3 90.3 16.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 6 6 10 6 23 15
Updated April 6, 2007