VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED 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 TRADER
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