VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 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 TRADER
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