VIX FUTURES - CBOE FUTURES EXCHANGE FUTURES ONLY POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 11,177 COMMITMENTS 5,094 2,432 624 2,767 7,692 8,485 10,748 2,692 429 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -745) 162 0 30 182 210 374 240 -1,119 -985 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.6 21.8 5.6 24.8 68.8 75.9 96.2 24.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 23 2 11 6 6 38 18
Updated July 29, 2005