VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 7,682
COMMITMENTS
4,282 3,011 246 1,462 3,836 5,990 7,093 1,692 589
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -1,050)
-104 -590 -166 -1,039 -5 -1,309 -761 259 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.7 39.2 3.2 19.0 49.9 78.0 92.3 22.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
14 4 7 2 3 23 12
Updated December 23, 2005