VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 69,634
COMMITMENTS
8,437 9,599 12,205 41,545 40,334 62,187 62,138 7,447 7,496
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 5,120)
1,262 -88 1,340 1,809 2,925 4,411 4,177 709 943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 13.8 17.5 59.7 57.9 89.3 89.2 10.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 10 10 12 10 29 28
Updated September 14, 2007