VIX FUTURES - CBOE FUTURES EXCHANGE Commitments of Traders - Futures Only, May 24, 2005 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($100 X VBI) : : : : All : 11,093: 6,216 1,092 243 1,930 8,821 8,389 10,156: 2,704 937 Old : 11,093: 6,216 1,092 243 1,930 8,821 8,389 10,156: 2,704 937 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2005 : : -3,637: -952 490 -305 796 -1,332 -461 -1,147: -3,176 -2,490 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.0 9.8 2.2 17.4 79.5 75.6 91.6: 24.4 8.4 Old : 100.0: 56.0 9.8 2.2 17.4 79.5 75.6 91.6: 24.4 8.4 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 : 35: 21 2 4 8 6 33 10: Old : 35: 21 2 4 8 6 33 10: 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 : 46.3 80.6 60.5 90.7 46.3 77.9 60.5 85.4 Old : 46.3 80.6 60.5 90.7 46.3 77.9 60.5 85.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2005