VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 11,856: 5,666 290 278 2,051 8,748 7,995 9,316: 3,861 2,540
Old : 11,856: 5,666 290 278 2,051 8,748 7,995 9,316: 3,861 2,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 1,411: 561 -416 4 -328 629 237 217: 1,174 1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 2.4 2.3 17.3 73.8 67.4 78.6: 32.6 21.4
Old : 100.0: 47.8 2.4 2.3 17.3 73.8 67.4 78.6: 32.6 21.4
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 : 31: 20 2 4 6 7 28 12:
Old : 31: 20 2 4 6 7 28 12:
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 : 41.0 73.3 53.1 77.8 36.1 64.8 45.6 65.6
Old : 41.0 73.3 53.1 77.8 36.1 64.8 45.6 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 18, 2005