VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 10,599: 6,693 767 992 464 8,038 8,149 9,797: 2,450 802
Old : 10,599: 6,693 767 992 464 8,038 8,149 9,797: 2,450 802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -1,415: -472 -669 541 -76 -187 -7 -315: -1,408 -1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 7.2 9.4 4.4 75.8 76.9 92.4: 23.1 7.6
Old : 100.0: 63.1 7.2 9.4 4.4 75.8 76.9 92.4: 23.1 7.6
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 : 40: 22 6 11 4 5 35 17:
Old : 40: 22 6 11 4 5 35 17:
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 : 40.9 76.7 55.9 88.2 40.9 75.1 54.1 81.0
Old : 40.9 76.7 55.9 88.2 40.9 75.1 54.1 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2005