VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 23,241
COMMITMENTS
3,988 5,507 568 15,579 15,178 20,135 21,253 3,106 1,988
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 3,765)
933 1,816 140 5,256 2,177 6,329 4,133 -2,564 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 23.7 2.4 67.0 65.3 86.6 91.4 13.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
24 5 9 6 5 35 17
Updated February 10, 2006