VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 59,689
COMMITMENTS
6,148 20,229 5,354 42,359 29,756 53,861 55,339 5,828 4,350
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 1,119)
-12 9,475 517 35 -8,674 540 1,318 579 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 33.9 9.0 71.0 49.9 90.2 92.7 9.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 18 13 9 6 26 28
Updated December 7, 2007