VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 10,631
COMMITMENTS
7,753 950 585 275 8,994 8,613 10,529 2,018 102
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 334)
365 45 -32 -24 1,177 309 1,190 25 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.9 8.9 5.5 2.6 84.6 81.0 99.0 19.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
24 4 8 3 5 33 16
Updated April 8, 2005