VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2007
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($100 X VBI) :
: : :
All : 39,866: 5,658 7,966 509 24,149 24,846 30,316 33,321: 9,550 6,545
Old : 39,866: 5,658 7,966 509 24,149 24,846 30,316 33,321: 9,550 6,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 716: -519 -2,346 60 267 1,665 -192 -621: 908 1,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 20.0 1.3 60.6 62.3 76.0 83.6: 24.0 16.4
Old : 100.0: 14.2 20.0 1.3 60.6 62.3 76.0 83.6: 24.0 16.4
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: 11 5 4 9 5 22 12:
Old : 25: 11 5 4 9 5 22 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 : 51.1 66.4 63.1 79.3 50.2 59.1 57.6 68.2
Old : 51.1 66.4 63.1 79.3 50.2 59.1 57.6 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
No report this week.
Updated February 16, 2007