VIX FUTURES - CBOE FUTURES EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 9,307 COMMITMENTS 6,192 875 347 400 6,984 6,939 8,206 2,368 1,101 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 920) 584 472 34 140 547 758 1,053 162 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.5 9.4 3.7 4.3 75.0 74.6 88.2 25.4 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 20 3 4 3 3 26 8
Updated March 4, 2005