VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, May 24, 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 : 11,093: 6,216 1,092 243 1,930 8,821 8,389 10,156: 2,704 937
Old : 11,093: 6,216 1,092 243 1,930 8,821 8,389 10,156: 2,704 937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -3,637: -952 490 -305 796 -1,332 -461 -1,147: -3,176 -2,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 9.8 2.2 17.4 79.5 75.6 91.6: 24.4 8.4
Old : 100.0: 56.0 9.8 2.2 17.4 79.5 75.6 91.6: 24.4 8.4
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 : 35: 21 2 4 8 6 33 10:
Old : 35: 21 2 4 8 6 33 10:
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 : 46.3 80.6 60.5 90.7 46.3 77.9 60.5 85.4
Old : 46.3 80.6 60.5 90.7 46.3 77.9 60.5 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2005