VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 14,417
COMMITMENTS
5,689 2,238 490 4,015 9,156 10,194 11,884 4,223 2,533
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 2,193)
193 -46 -74 730 376 849 256 1,344 1,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 15.5 3.4 27.8 63.5 70.7 82.4 29.3 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
24 4 10 6 5 40 17
Updated August 19, 2005