VIX FUTURES - CBOE FUTURES EXCHANGE FUTURES ONLY POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 11,922 COMMITMENTS 4,932 2,432 594 2,585 7,482 8,111 10,508 3,811 1,414 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -932) -1,538 2 32 222 -1,278 -1,284 -1,244 352 312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 20.4 5.0 21.7 62.8 68.0 88.1 32.0 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 23 2 10 6 6 38 17
Updated July 22, 2005