VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 14,209: 2,938 2,406 404 3,516 7,020 6,858 9,830: 7,351 4,379
Old : 14,209: 2,938 2,406 404 3,516 7,020 6,858 9,830: 7,351 4,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 1,956: -2,194 551 -308 234 -392 -2,268 -149: 4,224 2,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 16.9 2.8 24.7 49.4 48.3 69.2: 51.7 30.8
Old : 100.0: 20.7 16.9 2.8 24.7 49.4 48.3 69.2: 51.7 30.8
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: 17 4 11 5 5 32 18:
Old : 36: 17 4 11 5 5 32 18:
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 : 29.7 60.6 38.4 66.9 18.2 43.4 23.3 48.8
Old : 29.7 60.6 38.4 66.9 18.2 43.4 23.3 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2005