VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 8,428: 4,356 3,473 393 2,525 3,897 7,274 7,763: 1,154 665
Old : 8,428: 4,356 3,473 393 2,525 3,897 7,274 7,763: 1,154 665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 230: 115 320 29 114 -89 258 260: -28 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 41.2 4.7 30.0 46.2 86.3 92.1: 13.7 7.9
Old : 100.0: 51.7 41.2 4.7 30.0 46.2 86.3 92.1: 13.7 7.9
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 : 35: 14 5 11 5 4 30 18:
Old : 35: 14 5 11 5 4 30 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 : 60.8 81.0 72.1 88.4 47.2 68.1 55.5 70.7
Old : 60.8 81.0 72.1 88.4 47.2 68.1 55.5 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2005