VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,922
COMMITMENTS
4,932 2,432 594 2,585 7,482 8,111 10,508 3,811 1,414
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -932)
-1,538 2 32 222 -1,278 -1,284 -1,244 352 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 20.4 5.0 21.7 62.8 68.0 88.1 32.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
23 2 10 6 6 38 17
Updated July 22, 2005