VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,459
COMMITMENTS
7,701 1,380 435 275 8,736 8,411 10,551 3,048 908
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 828)
-52 430 -150 0 -258 -202 22 1,030 806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.2 12.0 3.8 2.4 76.2 73.4 92.1 26.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
23 4 6 3 5 30 14
Updated April 15, 2005