VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 30,193 COMMITMENTS 7,158 8,192 546 20,170 19,035 27,874 27,773 2,319 2,420 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 2,575) 421 1,227 -50 2,173 1,219 2,544 2,396 31 179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 27.1 1.8 66.8 63.0 92.3 92.0 7.7 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 23 9 13 8 5 42 24
Updated May 12, 2006