VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 22, 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 : 8,111: 4,241 2,988 339 2,439 4,008 7,019 7,335: 1,092 776
Old : 8,111: 4,241 2,988 339 2,439 4,008 7,019 7,335: 1,092 776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -6,098: 1,303 582 -65 -1,077 -3,012 161 -2,495: -6,259 -3,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 36.8 4.2 30.1 49.4 86.5 90.4: 13.5 9.6
Old : 100.0: 52.3 36.8 4.2 30.1 49.4 86.5 90.4: 13.5 9.6
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 : 30: 12 4 9 5 4 26 15:
Old : 30: 12 4 9 5 4 26 15:
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 : 62.0 80.0 73.7 87.6 48.8 67.2 57.4 69.5
Old : 62.0 80.0 73.7 87.6 48.8 67.2 57.4 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 28, 2005