VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 9,316: 4,698 2,261 541 2,607 6,059 7,846 8,861: 1,470 455
Old : 9,316: 4,698 2,261 541 2,607 6,059 7,846 8,861: 1,470 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 26: 3 -29 21 -36 35 -12 27: 38 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 24.3 5.8 28.0 65.0 84.2 95.1: 15.8 4.9
Old : 100.0: 50.4 24.3 5.8 28.0 65.0 84.2 95.1: 15.8 4.9
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 3 11 6 6 34 19:
Old : 39: 18 3 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 79.8 67.6 89.5 50.4 68.6 58.9 77.9
Old : 53.9 79.8 67.6 89.5 50.4 68.6 58.9 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2005