VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 49,924
COMMITMENTS
8,681 12,135 3,690 28,768 27,765 41,139 43,590 8,785 6,334
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 382)
585 1,637 26 2,787 848 3,398 2,511 -3,016 -2,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 24.3 7.4 57.6 55.6 82.4 87.3 17.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
19 9 10 8 6 33 19
Updated July 9, 2007