VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,599
COMMITMENTS
6,693 767 992 464 8,038 8,149 9,797 2,450 802
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -1,415)
-472 -669 541 -76 -187 -7 -315 -1,408 -1,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.1 7.2 9.4 4.4 75.8 76.9 92.4 23.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
22 6 11 4 5 35 17
Updated March 25, 2005