VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 36,684
COMMITMENTS
3,488 11,188 708 23,401 19,718 27,597 31,614 9,087 5,070
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -4,211)
-598 153 4 -3,481 -5,725 -4,075 -5,568 -136 1,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 30.5 1.9 63.8 53.8 75.2 86.2 24.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 6 2 11 5 20 11
Updated December 22, 2006