VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 8,873: 4,447 3,752 353 2,028 4,070 6,828 8,175: 2,045 698
Old : 8,873: 4,447 3,752 353 2,028 4,070 6,828 8,175: 2,045 698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 204: 68 303 27 253 48 348 378: -144 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 42.3 4.0 22.9 45.9 77.0 92.1: 23.0 7.9
Old : 100.0: 50.1 42.3 4.0 22.9 45.9 77.0 92.1: 23.0 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 : 31: 16 6 6 5 3 27 12:
Old : 31: 16 6 6 5 3 27 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 : 53.8 85.1 63.5 90.6 46.9 71.8 53.6 76.4
Old : 53.8 85.1 63.5 90.6 46.9 71.8 53.6 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2006