VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 11,856
COMMITMENTS
5,666 290 278 2,051 8,748 7,995 9,316 3,861 2,540
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 1,411)
561 -416 4 -328 629 237 217 1,174 1,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 2.4 2.3 17.3 73.8 67.4 78.6 32.6 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
20 2 4 6 7 28 12
Updated February 18, 2005