VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, January 17, 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 : 14,118: 3,372 3,570 531 7,808 8,826 11,711 12,927: 2,407 1,191
Old : 14,118: 3,372 3,570 531 7,808 8,826 11,711 12,927: 2,407 1,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 5,245: -1,075 -182 178 5,780 4,756 4,883 4,752: 362 493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 25.3 3.8 55.3 62.5 83.0 91.6: 17.0 8.4
Old : 100.0: 23.9 25.3 3.8 55.3 62.5 83.0 91.6: 17.0 8.4
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: 14 5 7 7 3 28 12:
Old : 31: 14 5 7 7 3 28 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 : 60.0 86.3 71.8 90.5 55.7 73.3 61.9 75.9
Old : 60.0 86.3 71.8 90.5 55.7 73.3 61.9 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2006