VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,742
COMMITMENTS
7,248 1,326 499 432 9,032 8,179 10,857 3,563 885
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -239)
-1,162 -277 63 195 -318 -904 -532 665 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.7 11.3 4.2 3.7 76.9 69.7 92.5 30.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
24 5 8 4 5 33 16
Updated April 29, 2005