VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 55,705
COMMITMENTS
6,311 9,419 2,378 31,288 31,909 39,977 43,706 15,728 11,999
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 7,252)
1,447 616 360 1,469 2,354 3,276 3,330 3,976 3,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 16.9 4.3 56.2 57.3 71.8 78.5 28.2 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
16 11 10 10 8 31 24
Updated May 18, 2007