VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 71,878
COMMITMENTS
8,412 9,073 13,060 40,404 39,525 61,876 61,658 10,002 10,220
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 2,244)
-25 -526 855 -1,141 -809 -311 -480 2,555 2,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 12.6 18.2 56.2 55.0 86.1 85.8 13.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 13 11 11 10 30 29
Updated September 21, 2007