VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 68,704
COMMITMENTS
9,301 8,102 11,383 41,051 43,974 61,735 63,459 6,969 5,245
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -3,174)
889 -971 -1,677 647 4,449 -141 1,801 -3,033 -4,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 11.8 16.6 59.8 64.0 89.9 92.4 10.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 10 10 10 9 29 25
Updated September 28, 2007