VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 9,307: 6,192 875 347 400 6,984 6,939 8,206: 2,368 1,101
Old : 9,307: 6,192 875 347 400 6,984 6,939 8,206: 2,368 1,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 920: 584 472 34 140 547 758 1,053: 162 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 9.4 3.7 4.3 75.0 74.6 88.2: 25.4 11.8
Old : 100.0: 66.5 9.4 3.7 4.3 75.0 74.6 88.2: 25.4 11.8
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 : 29: 20 3 4 3 3 26 8:
Old : 29: 20 3 4 3 3 26 8:
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 : 44.5 84.0 57.0 88.2 44.5 82.5 56.9 82.9
Old : 44.5 84.0 57.0 88.2 44.5 82.5 56.9 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2005