VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 20,164
COMMITMENTS
3,119 5,729 269 15,399 13,327 18,787 19,325 1,377 839
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 555)
379 328 -65 2,351 -159 2,665 104 -2,110 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 28.4 1.3 76.4 66.1 93.2 95.8 6.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
23 7 7 7 3 34 15
Updated March 17, 2006