VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 49,542
COMMITMENTS
8,096 10,498 3,664 25,981 26,917 37,741 41,079 11,801 8,463
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 8)
-789 -2,904 267 -2,324 412 -2,846 -2,225 2,854 2,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 21.2 7.4 52.4 54.3 76.2 82.9 23.8 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
18 9 9 8 6 32 18
Updated June 29, 2007