VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 18,540
COMMITMENTS
2,048 5,158 238 15,172 12,880 17,458 18,276 1,082 264
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -7,224)
-30 871 -312 -3,889 -4,846 -4,231 -4,287 -2,993 -2,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 27.8 1.3 81.8 69.5 94.2 98.6 5.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
16 5 6 7 4 28 14
Updated February 24, 2006