VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 14,417: 5,689 2,238 490 4,015 9,156 10,194 11,884: 4,223 2,533
Old : 14,417: 5,689 2,238 490 4,015 9,156 10,194 11,884: 4,223 2,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,193: 193 -46 -74 730 376 849 256: 1,344 1,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 15.5 3.4 27.8 63.5 70.7 82.4: 29.3 17.6
Old : 100.0: 39.5 15.5 3.4 27.8 63.5 70.7 82.4: 29.3 17.6
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 : 44: 24 4 10 6 5 40 17:
Old : 44: 24 4 10 6 5 40 17:
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 : 44.4 73.3 55.4 79.3 36.9 58.3 42.0 62.7
Old : 44.4 73.3 55.4 79.3 36.9 58.3 42.0 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2005