VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,262
COMMITMENTS
7,567 1,079 600 561 9,035 8,728 10,714 3,534 1,548
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 520)
319 -247 101 129 3 549 -143 -29 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.7 8.8 4.9 4.6 73.7 71.2 87.4 28.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
25 5 9 5 5 35 18
Updated May 6, 2005