VIX FUTURES - CBOE FUTURES EXCHANGE FUTURES ONLY POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 12,262 COMMITMENTS 7,567 1,079 600 561 9,035 8,728 10,714 3,534 1,548 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 520) 319 -247 101 129 3 549 -143 -29 663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.7 8.8 4.9 4.6 73.7 71.2 87.4 28.8 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 25 5 9 5 5 35 18
Updated May 6, 2005