VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,014
COMMITMENTS
7,165 1,436 451 540 8,225 8,156 10,112 3,858 1,902
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 1,623)
360 318 82 31 437 473 837 1,150 786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.6 12.0 3.8 4.5 68.5 67.9 84.2 32.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
23 4 5 3 4 29 11
Updated March 18, 2005