VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 73,898
COMMITMENTS
10,594 9,994 11,684 43,201 47,505 65,479 69,183 8,419 4,715
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 301)
313 -778 1,013 860 1,851 2,186 2,086 -1,885 -1,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 13.5 15.8 58.5 64.3 88.6 93.6 11.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 12 13 10 7 32 26
Updated November 2, 2007