VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 28,244
COMMITMENTS
4,899 6,918 267 19,559 17,851 24,725 25,036 3,519 3,208
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 1,602)
1,523 -83 101 -704 751 920 769 682 833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 24.5 0.9 69.3 63.2 87.5 88.6 12.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
20 7 8 8 4 35 16
Updated April 14, 2006