VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 70,351
COMMITMENTS
11,900 15,483 4,601 39,152 35,926 55,653 56,010 14,698 14,341
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 6,873)
-608 1,360 -1,372 3,566 367 1,586 355 5,287 6,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 22.0 6.5 55.7 51.1 79.1 79.6 20.9 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
15 11 9 9 10 30 25
Updated August 3, 2007