VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 35,584: 4,696 9,834 360 23,500 21,888 28,556 32,082: 7,028 3,502
Old : 35,584: 4,696 9,834 360 23,500 21,888 28,556 32,082: 7,028 3,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -2,944: -590 -850 -205 419 -387 -376 -1,442: -2,568 -1,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 27.6 1.0 66.0 61.5 80.2 90.2: 19.8 9.8
Old : 100.0: 13.2 27.6 1.0 66.0 61.5 80.2 90.2: 19.8 9.8
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 19 12:
Old : 24: 9 6 3 9 4 19 12:
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 : 52.6 75.6 65.9 87.9 50.9 67.1 59.7 73.4
Old : 52.6 75.6 65.9 87.9 50.9 67.1 59.7 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
No report this week.
Updated January 26, 2007