VIX FUTURES - CBOE FUTURES EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 9,356 COMMITMENTS 4,613 629 301 2,259 7,634 7,173 8,564 2,183 792 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 322) -4 -3 11 -111 40 -104 48 426 274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.3 6.7 3.2 24.1 81.6 76.7 91.5 23.3 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 13 3 4 6 6 23 11
Updated February 4, 2005