VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 11,647: 5,190 1,443 1,052 2,719 7,652 8,961 10,147: 2,686 1,500
Old : 11,647: 5,190 1,443 1,052 2,719 7,652 8,961 10,147: 2,686 1,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,289: 269 -885 502 -69 1,230 702 847: 587 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 12.4 9.0 23.3 65.7 76.9 87.1: 23.1 12.9
Old : 100.0: 44.6 12.4 9.0 23.3 65.7 76.9 87.1: 23.1 12.9
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 : 43: 19 3 16 6 6 39 23:
Old : 43: 19 3 16 6 6 39 23:
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 : 44.2 68.5 56.6 81.2 37.3 56.9 46.7 65.3
Old : 44.2 68.5 56.6 81.2 37.3 56.9 46.7 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2005