VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, August 23, 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 : 8,452: 3,695 2,277 543 2,610 4,924 6,848 7,744: 1,604 708
Old : 8,452: 3,695 2,277 543 2,610 4,924 6,848 7,744: 1,604 708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -5,965: -1,994 39 53 -1,405 -4,232 -3,346 -4,140: -2,619 -1,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 26.9 6.4 30.9 58.3 81.0 91.6: 19.0 8.4
Old : 100.0: 43.7 26.9 6.4 30.9 58.3 81.0 91.6: 19.0 8.4
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 : 37: 16 3 11 6 6 32 19:
Old : 37: 16 3 11 6 6 32 19:
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 : 51.4 75.1 64.5 85.4 48.2 62.4 54.1 72.3
Old : 51.4 75.1 64.5 85.4 48.2 62.4 54.1 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2005