VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 10,969: 6,659 1,554 218 1,915 8,858 8,792 10,630: 2,177 339
Old : 10,969: 6,659 1,554 218 1,915 8,858 8,792 10,630: 2,177 339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -124: 443 462 -25 -15 37 403 474: -527 -598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 14.2 2.0 17.5 80.8 80.2 96.9: 19.8 3.1
Old : 100.0: 60.7 14.2 2.0 17.5 80.8 80.2 96.9: 19.8 3.1
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 : 36: 23 2 4 7 5 34 9:
Old : 36: 23 2 4 7 5 34 9:
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 : 48.3 87.0 63.3 96.6 48.3 84.1 63.3 91.6
Old : 48.3 87.0 63.3 96.6 48.3 84.1 63.3 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2005