VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 19,609
COMMITMENTS
2,740 5,401 334 13,048 13,486 16,122 19,221 3,487 388
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -210)
529 219 62 -2,078 401 -1,487 682 1,277 -892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 27.5 1.7 66.5 68.8 82.2 98.0 17.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
18 7 9 6 3 32 17
Updated March 10, 2006