VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,924
COMMITMENTS
4,813 1,414 245 2,275 7,109 7,333 8,768 2,591 1,156
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 545)
224 -10 1 -331 10 -106 1 651 544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.5 14.2 2.5 22.9 71.6 73.9 88.4 26.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
14 5 3 5 7 22 13
Updated January 11, 2005