VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,379
COMMITMENTS
4,589 1,424 244 2,606 7,099 7,439 8,767 1,940 612
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 20)
-11 43 1 78 16 68 60 -48 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.9 15.2 2.6 27.8 75.7 79.3 93.5 20.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 5 3 5 6 21 12
Updated January 7, 2005