VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 11,981: 8,410 1,603 436 237 9,350 9,083 11,389: 2,898 592
Old : 11,981: 8,410 1,603 436 237 9,350 9,083 11,389: 2,898 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 522: 709 223 1 -38 614 672 838: -150 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 13.4 3.6 2.0 78.0 75.8 95.1: 24.2 4.9
Old : 100.0: 70.2 13.4 3.6 2.0 78.0 75.8 95.1: 24.2 4.9
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 : 37: 23 4 6 2 6 29 14:
Old : 37: 23 4 6 2 6 29 14:
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 : 45.3 83.5 63.4 93.5 45.3 83.5 63.4 91.3
Old : 45.3 83.5 63.4 93.5 45.3 83.5 63.4 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 22, 2005