VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 9,034: 4,617 632 290 2,370 7,594 7,277 8,516: 1,757 518
Old : 9,034: 4,617 632 290 2,370 7,594 7,277 8,516: 1,757 518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -1,372: -107 -637 42 -1,043 -773 -1,108 -1,368: -264 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 7.0 3.2 26.2 84.1 80.6 94.3: 19.4 5.7
Old : 100.0: 51.1 7.0 3.2 26.2 84.1 80.6 94.3: 19.4 5.7
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 : 24: 13 4 4 5 6 22 11:
Old : 24: 13 4 4 5 6 22 11:
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 : 57.6 88.7 69.4 93.4 47.0 73.2 56.2 73.7
Old : 57.6 88.7 69.4 93.4 47.0 73.2 56.2 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 28, 2005