VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 12,854
COMMITMENTS
6,470 2,430 562 2,363 8,760 9,395 11,752 3,459 1,102
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 459)
254 228 19 112 -69 385 178 74 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 18.9 4.4 18.4 68.1 73.1 91.4 26.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
22 2 10 6 6 37 17
Updated July 15, 2005