VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 10,297: 7,388 905 617 299 7,817 8,304 9,339: 1,993 958
Old : 10,297: 7,388 905 617 299 7,817 8,304 9,339: 1,993 958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -302: 695 138 -375 -165 -221 155 -458: -457 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 8.8 6.0 2.9 75.9 80.6 90.7: 19.4 9.3
Old : 100.0: 71.7 8.8 6.0 2.9 75.9 80.6 90.7: 19.4 9.3
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 : 41: 24 5 9 4 5 35 16:
Old : 41: 24 5 9 4 5 35 16:
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 : 42.3 78.2 59.4 87.6 42.3 78.1 59.4 84.3
Old : 42.3 78.2 59.4 87.6 42.3 78.1 59.4 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2005