VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 49,654
COMMITMENTS
3,685 9,700 1,878 38,105 36,011 43,668 47,589 5,986 2,065
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 2,698)
559 547 788 342 706 1,689 2,041 1,009 657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 19.5 3.8 76.7 72.5 87.9 95.8 12.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 4 4 10 4 20 10
Updated September 22, 2006