VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, April 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 : 11,459: 7,701 1,380 435 275 8,736 8,411 10,551: 3,048 908
Old : 11,459: 7,701 1,380 435 275 8,736 8,411 10,551: 3,048 908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 828: -52 430 -150 0 -258 -202 22: 1,030 806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 12.0 3.8 2.4 76.2 73.4 92.1: 26.6 7.9
Old : 100.0: 67.2 12.0 3.8 2.4 76.2 73.4 92.1: 26.6 7.9
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 : 38: 23 4 6 3 5 30 14:
Old : 38: 23 4 6 3 5 30 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 : 45.8 82.0 60.8 90.5 45.8 82.0 60.0 88.0
Old : 45.8 82.0 60.8 90.5 45.8 82.0 60.0 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 15, 2005