VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,391
COMMITMENTS
6,805 1,118 369 509 7,788 7,683 9,275 2,708 1,116
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,084)
613 243 22 109 804 744 1,069 340 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.5 10.8 3.6 4.9 74.9 73.9 89.3 26.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
21 4 3 3 4 27 9
Updated March 11, 2005