VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 14,792: 3,326 3,595 461 8,600 9,670 12,387 13,726: 2,405 1,066
Old : 14,792: 3,326 3,595 461 8,600 9,670 12,387 13,726: 2,405 1,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 674: -46 25 -70 792 844 676 799: -2 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 24.3 3.1 58.1 65.4 83.7 92.8: 16.3 7.2
Old : 100.0: 22.5 24.3 3.1 58.1 65.4 83.7 92.8: 16.3 7.2
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 : 34: 16 5 8 6 4 29 15:
Old : 34: 16 5 8 6 4 29 15:
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 : 65.2 85.9 75.2 91.0 57.6 72.2 63.5 76.9
Old : 65.2 85.9 75.2 91.0 57.6 72.2 63.5 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2006