VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 34,130
COMMITMENTS
4,160 10,697 412 22,265 20,364 26,837 31,473 7,293 2,657
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -61)
524 -434 0 -411 387 113 -47 -174 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 31.3 1.2 65.2 59.7 78.6 92.2 21.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 7 1 8 3 16 10
No report this week.
Updated January 12, 2007