VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 31,475
COMMITMENTS
3,890 4,536 2,687 21,805 20,629 28,382 27,852 3,093 3,623
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -2,230)
-1,630 -3,045 1,170 -1,925 -851 -2,385 -2,726 155 496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 14.4 8.5 69.3 65.5 90.2 88.5 9.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 9 16 9 5 36 28
Updated May 26, 2006