VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 10,631: 7,753 950 585 275 8,994 8,613 10,529: 2,018 102
Old : 10,631: 7,753 950 585 275 8,994 8,613 10,529: 2,018 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 334: 365 45 -32 -24 1,177 309 1,190: 25 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 8.9 5.5 2.6 84.6 81.0 99.0: 19.0 1.0
Old : 100.0: 72.9 8.9 5.5 2.6 84.6 81.0 99.0: 19.0 1.0
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 4 8 3 5 33 16:
Old : 41: 24 4 8 3 5 33 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 : 47.6 86.5 64.9 96.5 47.6 86.5 63.8 93.5
Old : 47.6 86.5 64.9 96.5 47.6 86.5 63.8 93.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2005