VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 13, 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 : 9,299: 4,739 2,276 484 2,572 5,999 7,795 8,759: 1,504 540
Old : 9,299: 4,739 2,276 484 2,572 5,999 7,795 8,759: 1,504 540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -17: 41 15 -57 -35 -60 -51 -102: 34 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 24.5 5.2 27.7 64.5 83.8 94.2: 16.2 5.8
Old : 100.0: 51.0 24.5 5.2 27.7 64.5 83.8 94.2: 16.2 5.8
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 : 39: 18 4 11 6 6 34 19:
Old : 39: 18 4 11 6 6 34 19:
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 : 53.9 79.0 67.4 88.8 50.5 68.1 59.0 77.7
Old : 53.9 79.0 67.4 88.8 50.5 68.1 59.0 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2005