VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 02/21/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 18,540 COMMITMENTS 2,048 5,158 238 15,172 12,880 17,458 18,276 1,082 264 CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -7,224) -30 871 -312 -3,889 -4,846 -4,231 -4,287 -2,993 -2,937 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 27.8 1.3 81.8 69.5 94.2 98.6 5.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 16 5 6 7 4 28 14
Updated February 24, 2006