VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 33,705
COMMITMENTS
5,520 7,581 1,517 23,730 21,480 30,767 30,578 2,938 3,127
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 3,512)
-1,638 -611 971 3,560 2,445 2,893 2,805 619 707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 22.5 4.5 70.4 63.7 91.3 90.7 8.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
20 10 18 8 5 44 30
Updated May 19, 2006