VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 8,387: 5,608 403 313 260 6,437 6,181 7,153: 2,206 1,234
Old : 8,387: 5,608 403 313 260 6,437 6,181 7,153: 2,206 1,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -3,469: -58 113 35 -1,791 -2,311 -1,814 -2,163: -1,655 -1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 4.8 3.7 3.1 76.7 73.7 85.3: 26.3 14.7
Old : 100.0: 66.9 4.8 3.7 3.1 76.7 73.7 85.3: 26.3 14.7
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 : 26: 17 3 4 2 3 22 8:
Old : 26: 17 3 4 2 3 22 8:
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 : 49.4 80.9 62.4 85.3 49.4 80.8 61.9 81.6
Old : 49.4 80.9 62.4 85.3 49.4 80.8 61.9 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 25, 2005