VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 19,476
COMMITMENTS
3,055 3,691 428 10,323 13,001 13,806 17,120 5,670 2,356
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 4,684)
-271 96 -33 1,723 3,331 1,419 3,394 3,265 1,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 19.0 2.2 53.0 66.8 70.9 87.9 29.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
14 3 9 5 4 25 14
Updated February 3, 2006