VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 10,445: 5,105 706 274 2,379 8,119 7,758 9,099: 2,687 1,346
Old : 10,445: 5,105 706 274 2,379 8,119 7,758 9,099: 2,687 1,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 1,089: 492 77 -27 120 485 585 535: 504 554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 6.8 2.6 22.8 77.7 74.3 87.1: 25.7 12.9
Old : 100.0: 48.9 6.8 2.6 22.8 77.7 74.3 87.1: 25.7 12.9
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 : 30: 18 2 3 6 7 27 11:
Old : 30: 18 2 3 6 7 27 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 : 45.4 80.5 57.7 86.3 40.1 70.2 48.4 70.6
Old : 45.4 80.5 57.7 86.3 40.1 70.2 48.4 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 11, 2005