VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 8,387
COMMITMENTS
5,608 403 313 260 6,437 6,181 7,153 2,206 1,234
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -3,469)
-58 113 35 -1,791 -2,311 -1,814 -2,163 -1,655 -1,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.9 4.8 3.7 3.1 76.7 73.7 85.3 26.3 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
17 3 4 2 3 22 8
Updated February 25, 2005