VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 34,944
COMMITMENTS
4,548 9,383 477 23,598 20,437 28,623 30,297 6,321 4,647
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -640)
-148 -451 117 98 -1,451 67 -1,785 -707 1,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 26.9 1.4 67.5 58.5 81.9 86.7 18.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 5 3 9 4 19 11
No report this week.
Updated February 2, 2007