VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 34,191
COMMITMENTS
3,636 11,131 412 22,676 19,977 26,724 31,520 7,467 2,671
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -2,493)
148 -57 -296 -725 259 -873 -94 -1,620 -2,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 32.6 1.2 66.3 58.4 78.2 92.2 21.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 7 1 10 5 17 12
No report this week.
Updated January 8, 2007