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