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