VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 9,379: 4,589 1,424 244 2,606 7,099 7,439 8,767: 1,940 612
Old : 9,379: 4,589 1,424 244 2,606 7,099 7,439 8,767: 1,940 612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 20: -11 43 1 78 16 68 60: -48 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 15.2 2.6 27.8 75.7 79.3 93.5: 20.7 6.5
Old : 100.0: 48.9 15.2 2.6 27.8 75.7 79.3 93.5: 20.7 6.5
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 : 25: 13 5 3 5 6 21 12:
Old : 25: 13 5 3 5 6 21 12:
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 : 56.6 83.8 68.6 91.9 49.2 71.1 56.2 73.2
Old : 56.6 83.8 68.6 91.9 49.2 71.1 56.2 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2005