VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 55,619
COMMITMENTS
9,182 12,783 4,927 30,663 29,613 44,772 47,323 10,847 8,296
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 5,695)
501 648 1,237 1,895 1,848 3,633 3,733 2,062 1,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 23.0 8.9 55.1 53.2 80.5 85.1 19.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
18 9 11 7 7 31 21
Updated July 13, 2007