VIX FUTURES - CBOE FUTURES EXCHANGE Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 10,406: 4,724 1,269 248 3,413 8,367 8,385 9,884: 2,021 522 Old : 10,406: 4,724 1,269 248 3,413 8,367 8,385 9,884: 2,021 522 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 11, 2005 : : 482: -89 -145 3 1,138 1,258 1,052 1,116: -570 -634 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.4 12.2 2.4 32.8 80.4 80.6 95.0: 19.4 5.0 Old : 100.0: 45.4 12.2 2.4 32.8 80.4 80.6 95.0: 19.4 5.0 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: 15 5 3 4 6 21 13: Old : 27: 15 5 3 4 6 21 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 : 58.4 86.8 70.0 92.4 41.5 63.5 48.6 65.7 Old : 58.4 86.8 70.0 92.4 41.5 63.5 48.6 65.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 21, 2005