VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 26,923 COMMITMENTS 6,099 6,615 561 18,166 17,799 24,826 24,975 2,097 1,948 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -1,184) 203 209 -40 144 51 307 220 -1,491 -1,404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 24.6 2.1 67.5 66.1 92.2 92.8 7.8 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 19 8 14 8 5 41 25
Updated April 28, 2006