VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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 : 9,356: 4,613 629 301 2,259 7,634 7,173 8,564: 2,183 792
Old : 9,356: 4,613 629 301 2,259 7,634 7,173 8,564: 2,183 792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 322: -4 -3 11 -111 40 -104 48: 426 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 6.7 3.2 24.1 81.6 76.7 91.5: 23.3 8.5
Old : 100.0: 49.3 6.7 3.2 24.1 81.6 76.7 91.5: 23.3 8.5
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 3 4 6 6 23 11:
Old : 25: 13 3 4 6 6 23 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 : 53.6 86.1 64.9 90.8 45.1 72.3 54.0 72.8
Old : 53.6 86.1 64.9 90.8 45.1 72.3 54.0 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 4, 2005