VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 11,177: 5,094 2,432 624 2,767 7,692 8,485 10,748: 2,692 429
Old : 11,177: 5,094 2,432 624 2,767 7,692 8,485 10,748: 2,692 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -745: 162 0 30 182 210 374 240: -1,119 -985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 21.8 5.6 24.8 68.8 75.9 96.2: 24.1 3.8
Old : 100.0: 45.6 21.8 5.6 24.8 68.8 75.9 96.2: 24.1 3.8
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 : 42: 23 2 11 6 6 38 18:
Old : 42: 23 2 11 6 6 38 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 : 48.6 82.3 58.2 91.9 45.1 73.4 51.7 81.8
Old : 48.6 82.3 58.2 91.9 45.1 73.4 51.7 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2005