VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($100 X VBI) OPEN INTEREST: 9,316
COMMITMENTS
4,698 2,261 541 2,607 6,059 7,846 8,861 1,470 455
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 26)
3 -29 21 -36 35 -12 27 38 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.4 24.3 5.8 28.0 65.0 84.2 95.1 15.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 3 11 6 6 34 19
Updated September 9, 2005