VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, August 9, 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 : 12,224: 5,496 2,284 564 3,285 8,780 9,345 11,628: 2,879 596
Old : 12,224: 5,496 2,284 564 3,285 8,780 9,345 11,628: 2,879 596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 46: 163 -240 -25 182 694 320 429: -274 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 18.7 4.6 26.9 71.8 76.4 95.1: 23.6 4.9
Old : 100.0: 45.0 18.7 4.6 26.9 71.8 76.4 95.1: 23.6 4.9
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 : 43: 24 3 9 6 6 38 17:
Old : 43: 24 3 9 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 : 48.7 82.2 59.5 91.1 44.8 70.6 51.4 78.6
Old : 48.7 82.2 59.5 91.1 44.8 70.6 51.4 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2005