VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 24,180
COMMITMENTS
3,309 6,561 268 18,793 16,159 22,370 22,988 1,810 1,192
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 3,041)
144 282 42 5,233 2,913 5,419 3,237 -2,378 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 27.1 1.1 77.7 66.8 92.5 95.1 7.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
18 8 8 7 3 33 15
Updated March 31, 2006