VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 53,755
COMMITMENTS
3,372 9,875 1,169 43,536 40,880 48,077 51,924 5,678 1,831
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 4,101)
-313 175 -709 5,431 4,869 4,409 4,335 -308 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 18.4 2.2 81.0 76.0 89.4 96.6 10.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 5 2 10 5 18 11
Updated September 29, 2006