VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,395
COMMITMENTS
6,216 2,202 543 2,251 8,829 9,010 11,574 3,385 821
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 185)
93 185 -313 15 193 -205 65 390 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.1 17.8 4.4 18.2 71.2 72.7 93.4 27.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
21 2 7 5 6 33 14
Updated July 8, 2005