VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 76,269
COMMITMENTS
12,189 10,866 12,065 43,066 47,907 67,320 70,838 8,949 5,431
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 7,565)
2,888 2,764 682 2,015 3,933 5,585 7,379 1,980 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 14.2 15.8 56.5 62.8 88.3 92.9 11.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 12 11 11 10 33 28
Updated October 5, 2007