VIX FUTURES - CBOE FUTURES EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 12,210 COMMITMENTS 6,123 2,017 856 2,236 8,636 9,215 11,509 2,995 701 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 701) -134 273 70 396 106 332 449 369 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.1 16.5 7.0 18.3 70.7 75.5 94.3 24.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 21 2 10 4 6 34 17
Updated July 1, 2005