VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, January 16, 2007
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($100 X VBI) :
: : :
All : 38,528: 5,286 10,684 565 23,081 22,275 28,932 33,524: 9,596 5,004
Old : 38,528: 5,286 10,684 565 23,081 22,275 28,932 33,524: 9,596 5,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 4,398: 1,126 -13 153 816 1,911 2,095 2,051: 2,303 2,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 27.7 1.5 59.9 57.8 75.1 87.0: 24.9 13.0
Old : 100.0: 13.7 27.7 1.5 59.9 57.8 75.1 87.0: 24.9 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 6 3 9 4 20 11:
Old : 24: 9 6 3 9 4 20 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 74.6 61.9 84.3 46.5 66.3 56.0 71.1
Old : 48.9 74.6 61.9 84.3 46.5 66.3 56.0 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
No report this week.
Updated January 19, 2007