VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 32,486
COMMITMENTS
3,641 7,328 315 22,430 21,350 26,386 28,993 6,100 3,493
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -7,380)
-2,017 -638 -194 -1,719 -3,496 -3,930 -4,328 -3,450 -3,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 22.6 1.0 69.0 65.7 81.2 89.2 18.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 4 3 8 4 19 10
No report this week.
Updated February 23, 2007