VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 13,038
COMMITMENTS
5,336 1,267 1,052 3,417 8,689 9,805 11,008 3,233 2,030
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,391)
146 -176 0 698 1,037 844 861 547 530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 9.7 8.1 26.2 66.6 75.2 84.4 24.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
20 3 15 6 6 40 22
Updated October 21, 2005