VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 1, 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 : 12,390: 5,241 1,252 917 3,705 8,341 9,863 10,510: 2,527 1,880
Old : 12,390: 5,241 1,252 917 3,705 8,341 9,863 10,510: 2,527 1,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 476: 57 -39 -47 120 65 130 -21: 346 497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 10.1 7.4 29.9 67.3 79.6 84.8: 20.4 15.2
Old : 100.0: 42.3 10.1 7.4 29.9 67.3 79.6 84.8: 20.4 15.2
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 : 40: 18 4 13 7 7 37 21:
Old : 40: 18 4 13 7 7 37 21:
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 : 45.9 66.2 61.0 80.8 36.5 49.0 45.6 58.7
Old : 45.9 66.2 61.0 80.8 36.5 49.0 45.6 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 4, 2005