VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 73,597
COMMITMENTS
10,281 10,772 10,671 42,341 45,654 63,293 67,097 10,304 6,500
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -12,611)
-682 2,296 -2,175 -7,145 -8,772 -10,002 -8,651 -2,609 -3,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 14.6 14.5 57.5 62.0 86.0 91.2 14.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 12 11 11 7 32 24
Updated October 26, 2007