VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, January 3, 2006
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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 : 8,669: 4,379 3,449 326 1,775 4,022 6,480 7,797: 2,189 872
Old : 8,669: 4,379 3,449 326 1,775 4,022 6,480 7,797: 2,189 872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 428: -36 80 -34 -3 18 -73 64: 501 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 39.8 3.8 20.5 46.4 74.7 89.9: 25.3 10.1
Old : 100.0: 50.5 39.8 3.8 20.5 46.4 74.7 89.9: 25.3 10.1
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: 15 6 6 4 3 25 12:
Old : 30: 15 6 6 4 3 25 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 : 52.2 82.8 62.0 88.3 45.9 70.5 52.5 75.1
Old : 52.2 82.8 62.0 88.3 45.9 70.5 52.5 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2006