VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, January 18, 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 : 10,406: 4,724 1,269 248 3,413 8,367 8,385 9,884: 2,021 522
Old : 10,406: 4,724 1,269 248 3,413 8,367 8,385 9,884: 2,021 522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 482: -89 -145 3 1,138 1,258 1,052 1,116: -570 -634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 12.2 2.4 32.8 80.4 80.6 95.0: 19.4 5.0
Old : 100.0: 45.4 12.2 2.4 32.8 80.4 80.6 95.0: 19.4 5.0
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: 15 5 3 4 6 21 13:
Old : 27: 15 5 3 4 6 21 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 : 58.4 86.8 70.0 92.4 41.5 63.5 48.6 65.7
Old : 58.4 86.8 70.0 92.4 41.5 63.5 48.6 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 21, 2005