VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 30,193
COMMITMENTS
7,158 8,192 546 20,170 19,035 27,874 27,773 2,319 2,420
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 2,575)
421 1,227 -50 2,173 1,219 2,544 2,396 31 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 27.1 1.8 66.8 63.0 92.3 92.0 7.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
23 9 13 8 5 42 24
Updated May 12, 2006