VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 10,391: 6,805 1,118 369 509 7,788 7,683 9,275: 2,708 1,116
Old : 10,391: 6,805 1,118 369 509 7,788 7,683 9,275: 2,708 1,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,084: 613 243 22 109 804 744 1,069: 340 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 10.8 3.6 4.9 74.9 73.9 89.3: 26.1 10.7
Old : 100.0: 65.5 10.8 3.6 4.9 74.9 73.9 89.3: 26.1 10.7
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 : 32: 21 4 3 3 4 27 9:
Old : 32: 21 4 3 3 4 27 9:
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 : 40.6 83.3 55.1 89.0 40.6 80.9 54.9 83.3
Old : 40.6 83.3 55.1 89.0 40.6 80.9 54.9 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2005