VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 42,818
COMMITMENTS
8,721 12,788 2,678 25,789 24,995 37,188 40,461 5,630 2,357
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 241)
1,699 1,332 661 -524 -589 1,836 1,404 -1,595 -1,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 29.9 6.3 60.2 58.4 86.9 94.5 13.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
18 10 8 10 7 34 20
Updated June 8, 2007