VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 27,618
COMMITMENTS
6,737 6,965 596 17,997 17,816 25,330 25,377 2,288 2,241
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 695)
638 350 35 -169 17 504 402 191 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 25.2 2.2 65.2 64.5 91.7 91.9 8.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
22 10 16 8 4 45 24
Updated May 5, 2006