VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 19,819
COMMITMENTS
2,211 5,182 272 15,126 13,085 17,609 18,539 2,210 1,280
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 1,279)
163 24 34 -46 205 151 263 1,128 1,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 26.1 1.4 76.3 66.0 88.8 93.5 11.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
15 5 6 7 4 27 14
Updated March 3, 2006