VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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 : 12,395: 6,216 2,202 543 2,251 8,829 9,010 11,574: 3,385 821
Old : 12,395: 6,216 2,202 543 2,251 8,829 9,010 11,574: 3,385 821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 185: 93 185 -313 15 193 -205 65: 390 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 17.8 4.4 18.2 71.2 72.7 93.4: 27.3 6.6
Old : 100.0: 50.1 17.8 4.4 18.2 71.2 72.7 93.4: 27.3 6.6
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: 21 2 7 5 6 33 14:
Old : 36: 21 2 7 5 6 33 14:
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 : 46.9 83.9 59.3 90.9 46.9 77.5 55.1 82.5
Old : 46.9 83.9 59.3 90.9 46.9 77.5 55.1 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2005