VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 39,866
COMMITMENTS
5,658 7,966 509 24,149 24,846 30,316 33,321 9,550 6,545
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 716)
-519 -2,346 60 267 1,665 -192 -621 908 1,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 20.0 1.3 60.6 62.3 76.0 83.6 24.0 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 5 4 9 5 22 12
No report this week.
Updated February 16, 2007