VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 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 : 39,150: 6,177 10,312 449 23,882 23,181 30,508 33,942: 8,642 5,208
Old : 39,150: 6,177 10,312 449 23,882 23,181 30,508 33,942: 8,642 5,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 4,206: 1,629 929 -28 284 2,744 1,885 3,645: 2,321 561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 26.3 1.1 61.0 59.2 77.9 86.7: 22.1 13.3
Old : 100.0: 15.8 26.3 1.1 61.0 59.2 77.9 86.7: 22.1 13.3
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 : 25: 8 7 5 10 6 20 16:
Old : 25: 8 7 5 10 6 20 16:
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 : 51.0 70.6 63.6 83.0 50.9 64.8 61.0 71.8
Old : 51.0 70.6 63.6 83.0 50.9 64.8 61.0 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
No report this week.
Updated February 9, 2007