VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 14,118 COMMITMENTS 3,372 3,570 531 7,808 8,826 11,711 12,927 2,407 1,191 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 5,245) -1,075 -182 178 5,780 4,756 4,883 4,752 362 493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 25.3 3.8 55.3 62.5 83.0 91.6 17.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 14 5 7 7 3 28 12
Updated January 20, 2006