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