VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED 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 TRADER 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