VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,406
COMMITMENTS
4,724 1,269 248 3,413 8,367 8,385 9,884 2,021 522
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 482)
-89 -145 3 1,138 1,258 1,052 1,116 -570 -634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.4 12.2 2.4 32.8 80.4 80.6 95.0 19.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
15 5 3 4 6 21 13
Updated January 21, 2005