VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($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 TRADERS 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