VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 46,956
COMMITMENTS
3,126 9,153 1,090 37,763 35,305 41,979 45,548 4,977 1,408
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 1,254)
-50 -372 126 1,536 885 1,612 639 -358 615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 19.5 2.3 80.4 75.2 89.4 97.0 10.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 3 9 4 17 10
Updated September 15, 2006