VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 12,178: 5,333 2,524 589 3,103 8,086 9,025 11,199: 3,153 979
Old : 12,178: 5,333 2,524 589 3,103 8,086 9,025 11,199: 3,153 979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,001: 239 92 -35 336 394 540 451: 461 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 20.7 4.8 25.5 66.4 74.1 92.0: 25.9 8.0
Old : 100.0: 43.8 20.7 4.8 25.5 66.4 74.1 92.0: 25.9 8.0
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 : 43: 23 3 10 6 6 38 18:
Old : 43: 23 3 10 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 : 48.0 78.4 56.8 87.9 44.1 68.4 50.2 76.8
Old : 48.0 78.4 56.8 87.9 44.1 68.4 50.2 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2005