VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,969
COMMITMENTS
6,659 1,554 218 1,915 8,858 8,792 10,630 2,177 339
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -124)
443 462 -25 -15 37 403 474 -527 -598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.7 14.2 2.0 17.5 80.8 80.2 96.9 19.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
23 2 4 7 5 34 9
Updated June 3, 2005