VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 86,208
COMMITMENTS
10,963 8,476 12,846 49,486 54,426 73,295 75,748 12,913 10,460
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 6,224)
-2,319 -1,550 -978 5,481 3,867 2,184 1,339 4,040 4,885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 9.8 14.9 57.4 63.1 85.0 87.9 15.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
14 10 10 12 8 33 23
Updated October 19, 2007