VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 63,478
COMMITMENTS
12,508 14,123 5,973 35,586 35,559 54,067 55,655 9,411 7,823
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 2,405)
1,239 -712 100 2,669 4,658 4,008 4,046 -1,603 -1,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 22.2 9.4 56.1 56.0 85.2 87.7 14.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 12 10 9 9 33 24
Updated July 27, 2007