VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 48,453
COMMITMENTS
4,864 8,803 2,018 29,819 29,555 36,701 40,376 11,752 8,077
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 7,451)
1,666 464 819 1,301 2,333 3,786 3,616 3,665 3,835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 18.2 4.2 61.5 61.0 75.7 83.3 24.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 11 7 10 7 29 19
Updated May 11, 2007