VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 49,627
COMMITMENTS
7,482 11,112 687 30,509 31,964 38,678 43,763 10,949 5,864
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 4,237)
1,904 1,152 -1,000 2,041 1,019 2,945 1,171 1,292 3,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 22.4 1.4 61.5 64.4 77.9 88.2 22.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 9 3 12 5 24 15
Updated November 17, 2006