VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,299
COMMITMENTS
4,739 2,276 484 2,572 5,999 7,795 8,759 1,504 540
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -17)
41 15 -57 -35 -60 -51 -102 34 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.0 24.5 5.2 27.7 64.5 83.8 94.2 16.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 4 11 6 6 34 19
Updated September 16, 2005