VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 21,139
COMMITMENTS
3,165 6,279 226 13,560 13,246 16,951 19,751 4,188 1,388
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 975)
46 550 -43 -1,839 -81 -1,836 426 2,811 549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 29.7 1.1 64.1 62.7 80.2 93.4 19.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
18 9 8 5 4 29 16
Updated March 24, 2006