VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,178
COMMITMENTS
5,333 2,524 589 3,103 8,086 9,025 11,199 3,153 979
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,001)
239 92 -35 336 394 540 451 461 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 20.7 4.8 25.5 66.4 74.1 92.0 25.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
23 3 10 6 6 38 18
Updated August 5, 2005