VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, June 14, 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 : 13,152: 6,530 1,578 574 2,403 10,150 9,507 12,302: 3,645 850
Old : 13,152: 6,530 1,578 574 2,403 10,150 9,507 12,302: 3,645 850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 834: -458 -153 235 276 474 53 556: 781 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 12.0 4.4 18.3 77.2 72.3 93.5: 27.7 6.5
Old : 100.0: 49.7 12.0 4.4 18.3 77.2 72.3 93.5: 27.7 6.5
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 2 10 8 6 39 16:
Old : 40: 22 2 10 8 6 39 16:
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 : 41.0 85.2 53.9 91.2 41.0 79.8 52.1 82.8
Old : 41.0 85.2 53.9 91.2 41.0 79.8 52.1 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 17, 2005