VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,509
COMMITMENTS
6,257 1,744 786 1,840 8,530 8,883 11,060 2,626 449
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -1,643)
-273 166 212 -563 -1,620 -624 -1,242 -1,019 -401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 15.2 6.8 16.0 74.1 77.2 96.1 22.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
22 2 10 5 6 36 17
Updated June 24, 2005