VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 49,905
COMMITMENTS
4,839 22,937 4,452 33,327 17,872 42,618 45,261 7,287 4,644
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 1,062)
202 220 682 -645 -539 239 363 823 699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 46.0 8.9 66.8 35.8 85.4 90.7 14.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 12 9 10 5 26 20
Updated March 7, 2008