VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 26,642
COMMITMENTS
3,376 7,001 166 20,263 17,100 23,805 24,267 2,837 2,375
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 2,462)
67 440 -102 1,470 941 1,435 1,279 1,027 1,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 26.3 0.6 76.1 64.2 89.4 91.1 10.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 8 7 8 3 33 15
Updated April 7, 2006