VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 84,509
COMMITMENTS
9,146 16,916 16,966 50,236 41,209 76,348 75,091 8,161 9,418
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -60)
1,203 -1,270 835 -2,203 1,452 -165 1,017 105 -1,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 20.0 20.1 59.4 48.8 90.3 88.9 9.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
16 18 15 10 10 35 35
Updated August 24, 2007