VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 8,669
COMMITMENTS
4,379 3,449 326 1,775 4,022 6,480 7,797 2,189 872
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 428)
-36 80 -34 -3 18 -73 64 501 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.5 39.8 3.8 20.5 46.4 74.7 89.9 25.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
15 6 6 4 3 25 12
Updated January 7, 2006