VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 79,984
COMMITMENTS
13,282 10,026 13,824 44,005 50,559 71,111 74,409 8,873 5,575
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 3,715)
1,093 -840 1,759 939 2,652 3,791 3,571 -76 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 12.5 17.3 55.0 63.2 88.9 93.0 11.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 12 11 12 9 36 27
Updated October 12, 2007