VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,177
COMMITMENTS
5,094 2,432 624 2,767 7,692 8,485 10,748 2,692 429
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -745)
162 0 30 182 210 374 240 -1,119 -985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 21.8 5.6 24.8 68.8 75.9 96.2 24.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
23 2 11 6 6 38 18
Updated July 29, 2005