VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 11,742: 7,248 1,326 499 432 9,032 8,179 10,857: 3,563 885
Old : 11,742: 7,248 1,326 499 432 9,032 8,179 10,857: 3,563 885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -239: -1,162 -277 63 195 -318 -904 -532: 665 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 11.3 4.2 3.7 76.9 69.7 92.5: 30.3 7.5
Old : 100.0: 61.7 11.3 4.2 3.7 76.9 69.7 92.5: 30.3 7.5
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 : 40: 24 5 8 4 5 33 16:
Old : 40: 24 5 8 4 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 : 42.0 85.1 55.3 90.4 42.0 83.8 54.3 86.7
Old : 42.0 85.1 55.3 90.4 42.0 83.8 54.3 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 29, 2005