VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 8,241
COMMITMENTS
4,415 3,369 360 1,778 4,004 6,553 7,733 1,688 508
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 559)
133 358 114 316 168 563 640 -4 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.6 40.9 4.4 21.6 48.6 79.5 93.8 20.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
17 4 7 4 3 26 12
Updated December 30, 2005