VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 12,253: 5,132 1,855 712 3,282 7,412 9,126 9,979: 3,127 2,274
Old : 12,253: 5,132 1,855 712 3,282 7,412 9,126 9,979: 3,127 2,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -137: -109 603 -205 -423 -929 -737 -531: 600 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 15.1 5.8 26.8 60.5 74.5 81.4: 25.5 18.6
Old : 100.0: 41.9 15.1 5.8 26.8 60.5 74.5 81.4: 25.5 18.6
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 : 40: 19 3 13 7 6 38 19:
Old : 40: 19 3 13 7 6 38 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 : 45.5 66.3 56.9 78.0 34.6 51.4 42.6 57.9
Old : 45.5 66.3 56.9 78.0 34.6 51.4 42.6 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2005