VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 31,475 COMMITMENTS 3,890 4,536 2,687 21,805 20,629 28,382 27,852 3,093 3,623 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -2,230) -1,630 -3,045 1,170 -1,925 -851 -2,385 -2,726 155 496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 14.4 8.5 69.3 65.5 90.2 88.5 9.8 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 14 9 16 9 5 36 28
Updated May 26, 2006