VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 14,730: 7,168 602 548 1,134 10,153 8,850 11,303: 5,880 3,427
Old : 14,730: 7,168 602 548 1,134 10,153 8,850 11,303: 5,880 3,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 2,078: -593 -293 8 573 550 -12 265: 2,090 1,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 4.1 3.7 7.7 68.9 60.1 76.7: 39.9 23.3
Old : 100.0: 48.7 4.1 3.7 7.7 68.9 60.1 76.7: 39.9 23.3
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 : 40: 21 5 11 5 5 36 18:
Old : 40: 21 5 11 5 5 36 18:
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 : 34.6 68.5 44.9 74.3 34.6 63.1 43.4 66.7
Old : 34.6 68.5 44.9 74.3 34.6 63.1 43.4 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2005