VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 64,514
COMMITMENTS
7,175 9,687 10,865 39,736 37,409 57,776 57,961 6,738 6,553
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 1,581)
1,424 -311 -1,484 339 1,330 279 -465 1,302 2,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 15.0 16.8 61.6 58.0 89.6 89.8 10.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 12 8 11 9 25 26
Updated September 7, 2007