VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 10,358: 4,921 2,328 550 2,788 6,422 8,259 9,300: 2,099 1,058
Old : 10,358: 4,921 2,328 550 2,788 6,422 8,259 9,300: 2,099 1,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 631: 407 132 0 19 151 426 283: 205 348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 22.5 5.3 26.9 62.0 79.7 89.8: 20.3 10.2
Old : 100.0: 47.5 22.5 5.3 26.9 62.0 79.7 89.8: 20.3 10.2
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: 19 3 12 6 6 35 21:
Old : 41: 19 3 12 6 6 35 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 : 52.4 76.9 64.3 85.1 45.6 65.3 54.1 72.3
Old : 52.4 76.9 64.3 85.1 45.6 65.3 54.1 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2005