VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 55,929
COMMITMENTS
4,360 10,577 790 42,757 40,195 47,907 51,562 8,022 4,367
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 2,174)
988 702 -379 -779 -685 -170 -362 2,344 2,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 18.9 1.4 76.4 71.9 85.7 92.2 14.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 5 2 9 5 19 11
Updated October 6, 2006