VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 42,577
COMMITMENTS
7,022 11,456 2,017 26,313 25,584 35,352 39,057 7,225 3,520
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -9,036)
714 191 -107 -3,608 -3,495 -3,001 -3,411 -6,035 -5,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 26.9 4.7 61.8 60.1 83.0 91.7 17.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 11 6 10 7 30 19
Updated June 1, 2007