VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 28,107 COMMITMENTS 5,896 6,406 601 18,022 17,748 24,519 24,755 3,588 3,352 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -137) 997 -512 334 -1,537 -103 -206 -281 69 144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 22.8 2.1 64.1 63.1 87.2 88.1 12.8 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 19 10 17 8 4 44 26
Updated April 21, 2006