VIX FUTURES - CBOE FUTURES EXCHANGE Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 9,924: 4,813 1,414 245 2,275 7,109 7,333 8,768: 2,591 1,156 Old : 9,924: 4,813 1,414 245 2,275 7,109 7,333 8,768: 2,591 1,156 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : 545: 224 -10 1 -331 10 -106 1: 651 544 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.5 14.2 2.5 22.9 71.6 73.9 88.4: 26.1 11.6 Old : 100.0: 48.5 14.2 2.5 22.9 71.6 73.9 88.4: 26.1 11.6 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 : 27: 14 5 3 5 7 22 13: Old : 27: 14 5 3 5 7 22 13: 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 : 52.2 78.6 61.7 86.5 46.3 69.8 54.0 72.0 Old : 52.2 78.6 61.7 86.5 46.3 69.8 54.0 72.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 11, 2005