VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 37,055
COMMITMENTS
4,080 2,993 2,921 23,138 26,488 30,139 32,402 6,916 4,653
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -1,693)
922 -75 244 1,100 2,084 2,266 2,253 -3,959 -3,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 8.1 7.9 62.4 71.5 81.3 87.4 18.7 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 5 7 9 5 21 15
Updated March 16, 2007