VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 8,241: 4,415 3,369 360 1,778 4,004 6,553 7,733: 1,688 508
Old : 8,241: 4,415 3,369 360 1,778 4,004 6,553 7,733: 1,688 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 559: 133 358 114 316 168 563 640: -4 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 40.9 4.4 21.6 48.6 79.5 93.8: 20.5 6.2
Old : 100.0: 53.6 40.9 4.4 21.6 48.6 79.5 93.8: 20.5 6.2
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 : 30: 17 4 7 4 3 26 12:
Old : 30: 17 4 7 4 3 26 12:
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 : 54.9 86.5 65.2 92.5 48.3 73.4 55.2 78.0
Old : 54.9 86.5 65.2 92.5 48.3 73.4 55.2 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2005