VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 77,811
COMMITMENTS
10,328 13,378 11,384 46,957 46,838 68,669 71,600 9,142 6,211
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 3,913)
-266 3,384 -300 3,756 -667 3,190 2,417 723 1,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 17.2 14.6 60.3 60.2 88.3 92.0 11.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
14 11 14 11 7 33 27
Updated November 9, 2007