VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 38,528
COMMITMENTS
5,286 10,684 565 23,081 22,275 28,932 33,524 9,596 5,004
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 4,398)
1,126 -13 153 816 1,911 2,095 2,051 2,303 2,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 27.7 1.5 59.9 57.8 75.1 87.0 24.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 6 3 9 4 20 11
No report this week.
Updated January 19, 2007