VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 11,509: 6,257 1,744 786 1,840 8,530 8,883 11,060: 2,626 449
Old : 11,509: 6,257 1,744 786 1,840 8,530 8,883 11,060: 2,626 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -1,643: -273 166 212 -563 -1,620 -624 -1,242: -1,019 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 15.2 6.8 16.0 74.1 77.2 96.1: 22.8 3.9
Old : 100.0: 54.4 15.2 6.8 16.0 74.1 77.2 96.1: 22.8 3.9
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 : 39: 22 2 10 5 6 36 17:
Old : 39: 22 2 10 5 6 36 17:
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 : 47.2 84.1 60.8 92.6 47.2 79.8 56.1 83.7
Old : 47.2 84.1 60.8 92.6 47.2 79.8 56.1 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2005