VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 61,073
COMMITMENTS
11,269 14,835 5,873 32,917 30,901 50,059 51,609 11,014 9,464
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 5,454)
2,087 2,052 946 2,254 1,288 5,287 4,286 167 1,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 24.3 9.6 53.9 50.6 82.0 84.5 18.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
20 10 10 8 7 34 21
Updated July 20, 2007