VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 12,318: 6,988 1,731 339 2,127 9,676 9,454 11,746: 2,864 572
Old : 12,318: 6,988 1,731 339 2,127 9,676 9,454 11,746: 2,864 572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,349: 329 177 121 212 818 662 1,116: 687 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 14.1 2.8 17.3 78.6 76.7 95.4: 23.3 4.6
Old : 100.0: 56.7 14.1 2.8 17.3 78.6 76.7 95.4: 23.3 4.6
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 : 37: 24 2 5 7 5 36 10:
Old : 37: 24 2 5 7 5 36 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 : 43.7 85.5 57.8 94.6 43.7 81.1 57.8 87.5
Old : 43.7 85.5 57.8 94.6 43.7 81.1 57.8 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2005