VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 14,730
COMMITMENTS
7,168 602 548 1,134 10,153 8,850 11,303 5,880 3,427
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 2,078)
-593 -293 8 573 550 -12 265 2,090 1,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 4.1 3.7 7.7 68.9 60.1 76.7 39.9 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
21 5 11 5 5 36 18
Updated May 20, 2005