VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,210
COMMITMENTS
6,123 2,017 856 2,236 8,636 9,215 11,509 2,995 701
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 701)
-134 273 70 396 106 332 449 369 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.1 16.5 7.0 18.3 70.7 75.5 94.3 24.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
21 2 10 4 6 34 17
Updated July 1, 2005