VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 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 : 8,732: 4,386 3,601 412 2,501 3,841 7,299 7,854: 1,433 878
Old : 8,732: 4,386 3,601 412 2,501 3,841 7,299 7,854: 1,433 878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 304: 30 128 19 -24 -56 25 91: 279 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 41.2 4.7 28.6 44.0 83.6 89.9: 16.4 10.1
Old : 100.0: 50.2 41.2 4.7 28.6 44.0 83.6 89.9: 16.4 10.1
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 : 35: 15 5 12 4 3 30 18:
Old : 35: 15 5 12 4 3 30 18:
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 : 58.4 80.8 69.3 86.6 45.3 68.4 53.3 69.1
Old : 58.4 80.8 69.3 86.6 45.3 68.4 53.3 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2005