VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,652
COMMITMENTS
7,761 895 540 561 9,603 8,862 11,038 3,790 1,614
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 390)
194 -184 -60 0 568 134 324 256 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.3 7.1 4.3 4.4 75.9 70.0 87.2 30.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
23 4 8 6 5 35 15
Updated May 13, 2005