VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,981
COMMITMENTS
8,410 1,603 436 237 9,350 9,083 11,389 2,898 592
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 522)
709 223 1 -38 614 672 838 -150 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.2 13.4 3.6 2.0 78.0 75.8 95.1 24.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
23 4 6 2 6 29 14
Updated April 22, 2005