VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 8,452
COMMITMENTS
3,695 2,277 543 2,610 4,924 6,848 7,744 1,604 708
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -5,965)
-1,994 39 53 -1,405 -4,232 -3,346 -4,140 -2,619 -1,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.7 26.9 6.4 30.9 58.3 81.0 91.6 19.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
16 3 11 6 6 32 19
Updated August 26, 2005