VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 40,895
COMMITMENTS
4,086 11,035 704 26,882 25,443 31,672 37,182 9,223 3,713
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 1,649)
202 -713 544 -200 1,256 546 1,087 1,103 562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 27.0 1.7 65.7 62.2 77.4 90.9 22.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
10 7 3 12 5 25 12
Updated December 15, 2006