VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 8,732
COMMITMENTS
4,386 3,601 412 2,501 3,841 7,299 7,854 1,433 878
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 304)
30 128 19 -24 -56 25 91 279 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.2 41.2 4.7 28.6 44.0 83.6 89.9 16.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 5 12 4 3 30 18
Updated December 16, 2005