VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, June 28, 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 : 12,210: 6,123 2,017 856 2,236 8,636 9,215 11,509: 2,995 701
Old : 12,210: 6,123 2,017 856 2,236 8,636 9,215 11,509: 2,995 701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 701: -134 273 70 396 106 332 449: 369 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 16.5 7.0 18.3 70.7 75.5 94.3: 24.5 5.7
Old : 100.0: 50.1 16.5 7.0 18.3 70.7 75.5 94.3: 24.5 5.7
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 : 38: 21 2 10 4 6 34 17:
Old : 38: 21 2 10 4 6 34 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 : 46.7 82.9 61.3 90.8 46.7 77.5 55.1 81.2
Old : 46.7 82.9 61.3 90.8 46.7 77.5 55.1 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2005