VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 45,390
COMMITMENTS
5,578 9,960 1,687 28,468 30,945 35,733 42,592 9,657 2,798
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -1,725)
-9 -53 -71 -3,453 -739 -3,533 -863 1,808 -862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 21.9 3.7 62.7 68.2 78.7 93.8 21.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 9 4 12 5 24 15
Updated November 13, 2006