VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 11/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 58,570 COMMITMENTS 6,160 10,754 4,837 42,324 38,430 53,321 54,021 5,249 4,549 CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -32,996) -2,212 -2,142 -5,268 -20,432 -20,275 -27,912 -27,685 -5,084 -5,311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 18.4 8.3 72.3 65.6 91.0 92.2 9.0 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 19 13 8 7 25 29
Updated November 30, 2007