VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 8,198: 4,241 3,153 364 2,411 3,986 7,016 7,503: 1,182 695
Old : 8,198: 4,241 3,153 364 2,411 3,986 7,016 7,503: 1,182 695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 87: 0 165 25 -28 -22 -3 168: 90 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 38.5 4.4 29.4 48.6 85.6 91.5: 14.4 8.5
Old : 100.0: 51.7 38.5 4.4 29.4 48.6 85.6 91.5: 14.4 8.5
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 : 31: 12 4 10 5 4 27 16:
Old : 31: 12 4 10 5 4 27 16:
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 : 61.1 80.5 72.7 88.4 48.0 67.9 56.6 70.6
Old : 61.1 80.5 72.7 88.4 48.0 67.9 56.6 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2005