VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 12,262: 7,567 1,079 600 561 9,035 8,728 10,714: 3,534 1,548
Old : 12,262: 7,567 1,079 600 561 9,035 8,728 10,714: 3,534 1,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 520: 319 -247 101 129 3 549 -143: -29 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 8.8 4.9 4.6 73.7 71.2 87.4: 28.8 12.6
Old : 100.0: 61.7 8.8 4.9 4.6 73.7 71.2 87.4: 28.8 12.6
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 : 42: 25 5 9 5 5 35 18:
Old : 42: 25 5 9 5 5 35 18:
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 : 43.4 79.2 55.5 84.6 43.4 77.0 54.6 80.0
Old : 43.4 79.2 55.5 84.6 43.4 77.0 54.6 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2005