VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 9,727: 4,514 2,196 550 2,769 6,271 7,833 9,017: 1,894 710
Old : 9,727: 4,514 2,196 550 2,769 6,271 7,833 9,017: 1,894 710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -276: -131 -102 -70 83 103 -118 -69: -158 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 22.6 5.7 28.5 64.5 80.5 92.7: 19.5 7.3
Old : 100.0: 46.4 22.6 5.7 28.5 64.5 80.5 92.7: 19.5 7.3
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 : 36: 15 3 11 5 6 30 19:
Old : 36: 15 3 11 5 6 30 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 : 56.0 78.6 67.4 87.8 48.1 66.5 56.5 74.8
Old : 56.0 78.6 67.4 87.8 48.1 66.5 56.5 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2005