VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,307
COMMITMENTS
6,192 875 347 400 6,984 6,939 8,206 2,368 1,101
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 920)
584 472 34 140 547 758 1,053 162 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.5 9.4 3.7 4.3 75.0 74.6 88.2 25.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
20 3 4 3 3 26 8
Updated March 4, 2005