VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 14,792
COMMITMENTS
3,326 3,595 461 8,600 9,670 12,387 13,726 2,405 1,066
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 674)
-46 25 -70 792 844 676 799 -2 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 24.3 3.1 58.1 65.4 83.7 92.8 16.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
16 5 8 6 4 29 15
Updated January 20, 2006