VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 43,376
COMMITMENTS
1,860 8,924 400 36,055 33,076 38,315 42,400 5,061 976
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 20.6 0.9 83.1 76.3 88.3 97.7 11.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 4 1 11 4 16 9
Updated September 1, 2006