VIX FUTURES - CBOE FUTURES EXCHANGE FUTURES ONLY POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 12,178 COMMITMENTS 5,333 2,524 589 3,103 8,086 9,025 11,199 3,153 979 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,001) 239 92 -35 336 394 540 451 461 550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 20.7 4.8 25.5 66.4 74.1 92.0 25.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 23 3 10 6 6 38 18
Updated August 5, 2005