VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 84,569
COMMITMENTS
7,943 18,186 16,131 52,439 39,757 76,513 74,074 8,056 10,495
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 2,610)
-338 2,344 4,018 2,565 -853 6,245 5,509 -3,635 -2,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 21.5 19.1 62.0 47.0 90.5 87.6 9.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 16 13 11 11 34 31
Updated August 17, 2007