VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 13,038: 5,336 1,267 1,052 3,417 8,689 9,805 11,008: 3,233 2,030
Old : 13,038: 5,336 1,267 1,052 3,417 8,689 9,805 11,008: 3,233 2,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,391: 146 -176 0 698 1,037 844 861: 547 530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 9.7 8.1 26.2 66.6 75.2 84.4: 24.8 15.6
Old : 100.0: 40.9 9.7 8.1 26.2 66.6 75.2 84.4: 24.8 15.6
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 : 44: 20 3 15 6 6 40 22:
Old : 44: 20 3 15 6 6 40 22:
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 : 41.7 65.7 56.0 79.7 34.1 51.4 42.7 60.2
Old : 41.7 65.7 56.0 79.7 34.1 51.4 42.7 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2005