VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 62,933
COMMITMENTS
5,751 9,998 12,349 39,397 36,079 57,497 58,426 5,436 4,507
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -21,576)
-3,395 -6,918 -4,617 -10,839 -5,130 -18,851 -16,665 -2,725 -4,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 15.9 19.6 62.6 57.3 91.4 92.8 8.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 13 10 11 9 28 27
Updated August 31, 2007