VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 35,584
COMMITMENTS
4,696 9,834 360 23,500 21,888 28,556 32,082 7,028 3,502
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -2,944)
-590 -850 -205 419 -387 -376 -1,442 -2,568 -1,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 27.6 1.0 66.0 61.5 80.2 90.2 19.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 6 3 9 4 19 12
No report this week.
Updated January 26, 2007