VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 46,313
COMMITMENTS
3,000 7,986 2,171 29,912 27,771 35,083 37,928 11,230 8,385
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 587)
1,005 1,451 97 -3,667 -4,029 -2,565 -2,481 3,152 3,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 17.2 4.7 64.6 60.0 75.8 81.9 24.2 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 9 8 11 6 27 17
Updated April 20, 2007