VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 41,002
COMMITMENTS
3,198 8,339 1,199 28,518 27,222 32,915 36,760 8,087 4,242
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 3,207)
1,258 1,113 135 998 1,598 2,391 2,846 816 361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 20.3 2.9 69.6 66.4 80.3 89.7 19.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 11 7 11 7 27 20
Updated April 27, 2007