VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 54,409
COMMITMENTS
4,122 10,614 1,501 38,394 36,828 44,017 48,943 10,392 5,466
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -3,568)
-546 -354 61 -3,416 -3,244 -3,901 -3,537 333 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 19.5 2.8 70.6 67.7 80.9 90.0 19.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 7 4 11 5 22 13
Updated October 20, 2006