VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 57,977
COMMITMENTS
4,668 10,968 1,440 41,810 40,072 47,918 52,480 10,059 5,497
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 2,048)
308 391 650 -947 -123 11 918 2,037 1,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 18.9 2.5 72.1 69.1 82.7 90.5 17.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 7 2 10 5 20 13
Updated October 13, 2006