VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, January 11, 2005
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($100 X VBI) :
: : :
All : 9,924: 4,813 1,414 245 2,275 7,109 7,333 8,768: 2,591 1,156
Old : 9,924: 4,813 1,414 245 2,275 7,109 7,333 8,768: 2,591 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 545: 224 -10 1 -331 10 -106 1: 651 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 14.2 2.5 22.9 71.6 73.9 88.4: 26.1 11.6
Old : 100.0: 48.5 14.2 2.5 22.9 71.6 73.9 88.4: 26.1 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 14 5 3 5 7 22 13:
Old : 27: 14 5 3 5 7 22 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 78.6 61.7 86.5 46.3 69.8 54.0 72.0
Old : 52.2 78.6 61.7 86.5 46.3 69.8 54.0 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 11, 2005