VIX FUTURES - CBOE FUTURES EXCHANGE Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 12,210: 6,123 2,017 856 2,236 8,636 9,215 11,509: 2,995 701 Old : 12,210: 6,123 2,017 856 2,236 8,636 9,215 11,509: 2,995 701 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2005 : : 701: -134 273 70 396 106 332 449: 369 252 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.1 16.5 7.0 18.3 70.7 75.5 94.3: 24.5 5.7 Old : 100.0: 50.1 16.5 7.0 18.3 70.7 75.5 94.3: 24.5 5.7 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: 21 2 10 4 6 34 17: Old : 38: 21 2 10 4 6 34 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 : 46.7 82.9 61.3 90.8 46.7 77.5 55.1 81.2 Old : 46.7 82.9 61.3 90.8 46.7 77.5 55.1 81.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2005