VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 81,959
COMMITMENTS
8,281 15,842 12,113 49,874 40,610 70,268 68,565 11,691 13,394
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 11,608)
-3,619 359 7,512 10,722 4,684 14,615 12,555 -3,007 -947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 19.3 14.8 60.9 49.5 85.7 83.7 14.3 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
14 13 10 10 12 30 29
Updated August 10, 2007