VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 47,115
COMMITMENTS
5,587 10,013 1,758 31,921 31,684 39,266 43,455 7,849 3,660
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -3,156)
827 -973 220 -5,020 -3,259 -3,973 -4,012 817 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 21.3 3.7 67.8 67.2 83.3 92.2 16.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 8 4 10 4 22 14
Updated November 3, 2006