VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,034
COMMITMENTS
4,617 632 290 2,370 7,594 7,277 8,516 1,757 518
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -1,372)
-107 -637 42 -1,043 -773 -1,108 -1,368 -264 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.1 7.0 3.2 26.2 84.1 80.6 94.3 19.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 4 4 5 6 22 11
Updated January 28, 2005