VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 37,795
COMMITMENTS
1,940 7,226 1,064 27,520 25,624 30,524 33,914 7,271 3,881
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -8,518)
-1,060 -760 -1,107 -2,392 -2,147 -4,559 -4,014 -3,959 -4,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 19.1 2.8 72.8 67.8 80.8 89.7 19.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 7 5 11 6 23 15
Updated April 27, 2007