VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 12,854: 6,470 2,430 562 2,363 8,760 9,395 11,752: 3,459 1,102
Old : 12,854: 6,470 2,430 562 2,363 8,760 9,395 11,752: 3,459 1,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 459: 254 228 19 112 -69 385 178: 74 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 18.9 4.4 18.4 68.1 73.1 91.4: 26.9 8.6
Old : 100.0: 50.3 18.9 4.4 18.4 68.1 73.1 91.4: 26.9 8.6
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 : 40: 22 2 10 6 6 37 17:
Old : 40: 22 2 10 6 6 37 17:
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 : 46.5 82.2 58.7 88.4 46.5 75.6 54.4 80.6
Old : 46.5 82.2 58.7 88.4 46.5 75.6 54.4 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2005