VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 12,652: 7,761 895 540 561 9,603 8,862 11,038: 3,790 1,614
Old : 12,652: 7,761 895 540 561 9,603 8,862 11,038: 3,790 1,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 390: 194 -184 -60 0 568 134 324: 256 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 7.1 4.3 4.4 75.9 70.0 87.2: 30.0 12.8
Old : 100.0: 61.3 7.1 4.3 4.4 75.9 70.0 87.2: 30.0 12.8
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 : 39: 23 4 8 6 5 35 15:
Old : 39: 23 4 8 6 5 35 15:
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 : 42.4 76.5 54.9 85.0 42.4 74.2 54.5 80.5
Old : 42.4 76.5 54.9 85.0 42.4 74.2 54.5 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2005