VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 06/12/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 48,002 COMMITMENTS 9,284 13,404 2,396 27,020 26,412 38,700 42,212 9,302 5,790 CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 5,184) 563 616 -282 1,231 1,417 1,512 1,751 3,672 3,433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 27.9 5.0 56.3 55.0 80.6 87.9 19.4 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 17 9 10 10 8 32 22
Updated June 15, 2007