VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 81,912
COMMITMENTS
9,259 13,749 9,797 54,112 49,935 73,168 73,481 8,744 8,431
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 4,101)
-1,069 371 -1,587 7,155 3,097 4,499 1,881 -398 2,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 16.8 12.0 66.1 61.0 89.3 89.7 10.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 10 10 11 8 26 24
Updated November 16, 2007