VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 25,764
COMMITMENTS
2,078 4,287 550 19,061 17,726 21,689 22,563 4,075 3,201
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 2,523)
-1,910 -1,220 -18 3,482 2,548 1,554 1,310 969 1,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 16.6 2.1 74.0 68.8 84.2 87.6 15.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
19 6 9 7 4 34 14
Updated February 17, 2006