VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 12,014: 7,165 1,436 451 540 8,225 8,156 10,112: 3,858 1,902
Old : 12,014: 7,165 1,436 451 540 8,225 8,156 10,112: 3,858 1,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,623: 360 318 82 31 437 473 837: 1,150 786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 12.0 3.8 4.5 68.5 67.9 84.2: 32.1 15.8
Old : 100.0: 59.6 12.0 3.8 4.5 68.5 67.9 84.2: 32.1 15.8
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 : 34: 23 4 5 3 4 29 11:
Old : 34: 23 4 5 3 4 29 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 : 35.3 78.7 48.8 83.4 35.3 76.3 48.8 78.0
Old : 35.3 78.7 48.8 83.4 35.3 76.3 48.8 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2005