VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 8,873
COMMITMENTS
4,447 3,752 353 2,028 4,070 6,828 8,175 2,045 698
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 204)
68 303 27 253 48 348 378 -144 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.1 42.3 4.0 22.9 45.9 77.0 92.1 23.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
16 6 6 5 3 27 12
Updated January 12, 2006