VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 49,534
COMMITMENTS
8,885 13,402 3,397 28,305 26,505 40,587 43,304 8,947 6,230
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 1,532)
-399 -2 1,001 1,285 93 1,887 1,092 -355 440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 27.1 6.9 57.1 53.5 81.9 87.4 18.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
17 10 10 8 7 31 21
Updated June 22, 2007