VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, July 19, 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 : 11,922: 4,932 2,432 594 2,585 7,482 8,111 10,508: 3,811 1,414
Old : 11,922: 4,932 2,432 594 2,585 7,482 8,111 10,508: 3,811 1,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -932: -1,538 2 32 222 -1,278 -1,284 -1,244: 352 312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 20.4 5.0 21.7 62.8 68.0 88.1: 32.0 11.9
Old : 100.0: 41.4 20.4 5.0 21.7 62.8 68.0 88.1: 32.0 11.9
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 : 41: 23 2 10 6 6 38 17:
Old : 41: 23 2 10 6 6 38 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 : 43.7 77.9 51.9 84.4 41.0 70.4 46.7 75.5
Old : 43.7 77.9 51.9 84.4 41.0 70.4 46.7 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2005