VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 51,613 COMMITMENTS 6,308 11,265 2,124 29,921 29,079 38,353 42,468 13,260 9,145 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -4,092) -3 1,846 -254 -1,367 -2,830 -1,624 -1,238 -2,468 -2,854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 21.8 4.1 58.0 56.3 74.3 82.3 25.7 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 15 11 6 9 7 29 19
Updated May 25, 2007