VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 91,566
COMMITMENTS
8,372 12,896 10,105 62,756 58,705 81,233 81,706 10,333 9,860
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 9,654)
-887 -853 308 8,644 8,770 8,065 8,225 1,589 1,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 14.1 11.0 68.5 64.1 88.7 89.2 11.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 14 14 11 9 29 29
Updated November 26, 2007