VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,093
COMMITMENTS
6,216 1,092 243 1,930 8,821 8,389 10,156 2,704 937
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -3,637)
-952 490 -305 796 -1,332 -461 -1,147 -3,176 -2,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.0 9.8 2.2 17.4 79.5 75.6 91.6 24.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
21 2 4 8 6 33 10
Updated May 27, 2005