VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,318
COMMITMENTS
6,988 1,731 339 2,127 9,676 9,454 11,746 2,864 572
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,349)
329 177 121 212 818 662 1,116 687 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.7 14.1 2.8 17.3 78.6 76.7 95.4 23.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
24 2 5 7 5 36 10
Updated June 10, 2005