VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,445
COMMITMENTS
5,105 706 274 2,379 8,119 7,758 9,099 2,687 1,346
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 1,089)
492 77 -27 120 485 585 535 504 554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 6.8 2.6 22.8 77.7 74.3 87.1 25.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
18 2 3 6 7 27 11
Updated February 11, 2005