VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 45,702
COMMITMENTS
3,176 9,525 964 36,227 34,420 40,367 44,909 5,335 793
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 2,326)
1,316 601 564 172 1,344 2,052 2,509 274 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 20.8 2.1 79.3 75.3 88.3 98.3 11.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 2 9 4 16 10
Updated June 16, 2006