VIX FUTURES - CBOE FUTURES EXCHANGE Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 11,856: 5,666 290 278 2,051 8,748 7,995 9,316: 3,861 2,540 Old : 11,856: 5,666 290 278 2,051 8,748 7,995 9,316: 3,861 2,540 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 8, 2005 : : 1,411: 561 -416 4 -328 629 237 217: 1,174 1,194 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.8 2.4 2.3 17.3 73.8 67.4 78.6: 32.6 21.4 Old : 100.0: 47.8 2.4 2.3 17.3 73.8 67.4 78.6: 32.6 21.4 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 : 31: 20 2 4 6 7 28 12: Old : 31: 20 2 4 6 7 28 12: 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 : 41.0 73.3 53.1 77.8 36.1 64.8 45.6 65.6 Old : 41.0 73.3 53.1 77.8 36.1 64.8 45.6 65.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 18, 2005