VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 50,271
COMMITMENTS
4,760 10,986 1,538 36,941 34,943 43,239 47,467 7,032 2,804
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -4,138)
638 372 37 -1,453 -1,885 -778 -1,476 -3,360 -2,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 21.9 3.1 73.5 69.5 86.0 94.4 14.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 8 3 10 4 20 14
Updated October 27, 2006