VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 65,878
COMMITMENTS
5,955 20,293 5,696 45,181 32,374 56,832 58,363 9,046 7,515
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 3,828)
-15 2,275 628 3,389 995 4,002 3,898 -174 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 30.8 8.6 68.6 49.1 86.3 88.6 13.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 12 11 10 6 27 20
Updated December 21, 2007