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
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($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