VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 39,150
COMMITMENTS
6,177 10,312 449 23,882 23,181 30,508 33,942 8,642 5,208
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 4,206)
1,629 929 -28 284 2,744 1,885 3,645 2,321 561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 26.3 1.1 61.0 59.2 77.9 86.7 22.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 7 5 10 6 20 16
No report this week.
Updated February 9, 2007