VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 37,441
COMMITMENTS
3,786 11,123 99 25,591 22,280 29,476 33,502 7,965 3,939
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 2,674)
0 -26 99 542 1,586 641 1,659 2,033 1,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 29.7 0.3 68.4 59.5 78.7 89.5 21.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 7 1 12 5 21 12
Updated December 1, 2006