VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,224
COMMITMENTS
5,496 2,284 564 3,285 8,780 9,345 11,628 2,879 596
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 46)
163 -240 -25 182 694 320 429 -274 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 18.7 4.6 26.9 71.8 76.4 95.1 23.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
24 3 9 6 6 38 17
Updated August 12, 2005