VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 14,118
COMMITMENTS
3,372 3,570 531 7,808 8,826 11,711 12,927 2,407 1,191
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 5,245)
-1,075 -182 178 5,780 4,756 4,883 4,752 362 493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 25.3 3.8 55.3 62.5 83.0 91.6 17.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 5 7 7 3 28 12
Updated January 20, 2006