VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 62,050
COMMITMENTS
5,970 18,018 5,068 41,792 31,379 52,830 54,465 9,220 7,585
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 2,361)
-178 -2,211 -286 -567 1,623 -1,031 -874 3,392 3,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 29.0 8.2 67.4 50.6 85.1 87.8 14.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 8 6 9 5 21 15
Updated December 14, 2007