VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 20, 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 : 7,682: 4,282 3,011 246 1,462 3,836 5,990 7,093: 1,692 589
Old : 7,682: 4,282 3,011 246 1,462 3,836 5,990 7,093: 1,692 589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -1,050: -104 -590 -166 -1,039 -5 -1,309 -761: 259 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 39.2 3.2 19.0 49.9 78.0 92.3: 22.0 7.7
Old : 100.0: 55.7 39.2 3.2 19.0 49.9 78.0 92.3: 22.0 7.7
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 : 27: 14 4 7 2 3 23 12:
Old : 27: 14 4 7 2 3 23 12:
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 : 57.1 85.3 67.8 90.9 50.5 73.5 57.3 77.3
Old : 57.1 85.3 67.8 90.9 50.5 73.5 57.3 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2005