VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 10,003: 4,645 2,298 620 2,686 6,168 7,951 9,086: 2,052 917
Old : 10,003: 4,645 2,298 620 2,686 6,168 7,951 9,086: 2,052 917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 704: -94 22 136 114 169 156 327: 548 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 23.0 6.2 26.9 61.7 79.5 90.8: 20.5 9.2
Old : 100.0: 46.4 23.0 6.2 26.9 61.7 79.5 90.8: 20.5 9.2
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 : 41: 18 4 13 6 6 36 21:
Old : 41: 18 4 13 6 6 36 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 : 51.5 75.1 63.8 84.9 46.7 63.6 54.6 72.8
Old : 51.5 75.1 63.8 84.9 46.7 63.6 54.6 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2005