VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 34,767
COMMITMENTS
3,786 11,149 0 25,049 20,694 28,835 31,843 5,932 2,924
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -14,860)
-3,696 37 -687 -5,460 -11,270 -9,843 -11,920 -5,017 -2,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 32.1 0.0 72.0 59.5 82.9 91.6 17.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 7 0 12 5 20 12
Updated November 27, 2006