VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 39,246
COMMITMENTS
3,884 11,748 160 27,082 24,187 31,126 36,095 8,120 3,151
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 1,805)
98 625 61 1,491 1,907 1,650 2,593 155 -788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 29.9 0.4 69.0 61.6 79.3 92.0 20.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 7 1 12 5 22 12
Updated December 8, 2006