VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 13,152
COMMITMENTS
6,530 1,578 574 2,403 10,150 9,507 12,302 3,645 850
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 834)
-458 -153 235 276 474 53 556 781 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.7 12.0 4.4 18.3 77.2 72.3 93.5 27.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
22 2 10 8 6 39 16
Updated June 17, 2005