VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 32,486: 3,641 7,328 315 22,430 21,350 26,386 28,993: 6,100 3,493
Old : 32,486: 3,641 7,328 315 22,430 21,350 26,386 28,993: 6,100 3,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -7,380: -2,017 -638 -194 -1,719 -3,496 -3,930 -4,328: -3,450 -3,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 22.6 1.0 69.0 65.7 81.2 89.2: 18.8 10.8
Old : 100.0: 11.2 22.6 1.0 69.0 65.7 81.2 89.2: 18.8 10.8
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 : 22: 9 4 3 8 4 19 10:
Old : 22: 9 4 3 8 4 19 10:
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 : 58.9 76.6 71.1 88.6 58.6 70.5 63.9 76.6
Old : 58.9 76.6 71.1 88.6 58.6 70.5 63.9 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
No report this week.
Updated February 23, 2007